+98.6%
DAL vs NRG
+190.8%
-92.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.9% |
| 7D | +0.8% | +3.9% | -3.1% | -0.5% |
| 30D | -11.7% | -3.0% | -8.7% | -11.1% |
| 3M | -2.7% | -10.9% | +8.2% | -0.5% |
| 6M | +30.7% | -25.3% | +55.9% | +40.7% |
| YTD | +14.4% | -26.8% | +41.2% | +23.2% |
| 1Y | +31.2% | -23.3% | +54.5% | +38.4% |
| 3Y | +99.4% | +208.6% | -109.2% | +16.8% |
| 5Y | +98.6% | +194.1% | -95.6% | +14.7% |
| All | +98.6% | +190.8% | -92.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling