+119.1%
DAL vs NRG
+217.3%
-98.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +10.7% | +0.9% | +9.8% | +9.5% |
| 30D | +12.5% | -9.6% | +22.1% | +15.2% |
| 3M | +3.6% | -17.9% | +21.6% | +8.9% |
| 6M | +26.7% | -29.1% | +55.8% | +38.0% |
| YTD | +34.3% | -38.1% | +72.4% | +51.0% |
| 1Y | +59.1% | -40.9% | +100.0% | +81.6% |
| 3Y | +179.9% | +124.4% | +55.4% | +77.7% |
| 5Y | +119.1% | +215.7% | -96.6% | +1.5% |
| All | +119.1% | +217.3% | -98.1% | +1.5% |
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