+192.9%
NRG vs COO
-51.8%
+244.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.7% | +11.4% | +1.0% |
| 7D | -0.2% | -23.3% | +23.1% | +7.4% |
| 30D | -6.8% | -29.5% | +22.7% | +2.7% |
| 3M | -7.1% | -20.0% | +12.8% | -1.8% |
| 6M | -27.6% | -27.2% | -0.4% | -21.3% |
| YTD | -29.2% | -33.9% | +4.7% | -20.8% |
| 1Y | -29.9% | -19.9% | -9.9% | -26.7% |
| 3Y | +198.7% | -38.1% | +236.8% | +229.4% |
| 5Y | +192.9% | -52.0% | +244.9% | +240.9% |
| All | +192.9% | -51.8% | +244.7% | +240.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling