+105.0%
DAL vs NRG
+982.2%
-877.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.4% |
| 7D | +1.4% | +21.7% | -20.3% | -5.2% |
| 30D | +9.1% | -8.1% | +17.1% | +11.1% |
| 3M | -3.5% | -18.3% | +14.8% | +1.8% |
| 6M | +23.4% | -28.0% | +51.4% | +34.1% |
| YTD | +26.0% | -37.5% | +63.6% | +42.0% |
| 1Y | +44.6% | -41.1% | +85.7% | +66.0% |
| 3Y | +162.7% | +126.6% | +36.1% | +72.9% |
| 5Y | +113.0% | +212.3% | -99.3% | +22.1% |
| All | +105.0% | +982.2% | -877.2% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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