-49.7%
NRG vs OMC
+24.5%
-74.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +5.2% | -18.7% | -12.7% |
| 7D | -13.7% | +12.5% | -26.2% | -12.3% |
| 30D | -13.6% | +16.3% | -29.9% | -11.9% |
| 3M | -28.5% | +8.1% | -36.6% | -27.7% |
| 6M | -45.8% | +17.2% | -62.9% | -45.0% |
| YTD | -46.9% | +11.8% | -58.7% | -46.6% |
| 1Y | -49.7% | +23.9% | -73.6% | -48.3% |
| All | -49.7% | +24.5% | -74.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling