+121.8%
NRG vs COO
-24.0%
+145.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +10.0% | +0.5% | +9.5% | +9.9% |
| 30D | -3.2% | +14.2% | -17.4% | -6.0% |
| 3M | -18.5% | -18.2% | -0.3% | -15.1% |
| 6M | -25.3% | +5.3% | -30.6% | -27.1% |
| YTD | -38.1% | -23.6% | -14.6% | -34.7% |
| 1Y | -40.7% | -12.7% | -28.0% | -39.5% |
| 3Y | +121.8% | -24.2% | +146.0% | +130.7% |
| All | +121.8% | -24.0% | +145.8% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling