+1,065.2%
NRG vs COO
+17.0%
+1,048.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.7% | -22.5% | +17.9% | +4.3% |
| 30D | -6.0% | -29.7% | +23.8% | +6.6% |
| 3M | -8.0% | -20.1% | +12.2% | -1.0% |
| 6M | -23.2% | -26.9% | +3.7% | -14.8% |
| YTD | -28.1% | -34.2% | +6.2% | -16.9% |
| 1Y | -27.3% | -21.3% | -6.0% | -22.4% |
| 3Y | +208.7% | -38.7% | +247.3% | +251.1% |
| 5Y | +197.7% | -52.2% | +249.9% | +270.5% |
| All | +1,065.2% | +17.0% | +1,048.2% | +899.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling