+1,567.2%
NRG vs COO
+511.6%
+1,055.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +7.9% | +6.9% |
| 7D | +7.1% | -2.2% | +9.3% | +7.9% |
| 30D | -1.4% | -7.0% | +5.6% | +0.9% |
| 3M | -10.5% | +12.2% | -22.7% | -14.4% |
| 6M | -26.7% | -15.1% | -11.6% | -23.2% |
| YTD | -24.5% | -15.1% | -9.4% | -20.9% |
| 1Y | -18.6% | +2.3% | -20.9% | -20.4% |
| 3Y | +227.1% | -23.7% | +250.8% | +243.6% |
| 5Y | +198.8% | -38.9% | +237.7% | +233.0% |
| 10Y | +1,122.3% | +49.9% | +1,072.3% | +903.1% |
| All | +1,567.2% | +511.6% | +1,055.6% | +632.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling