+420.5%
DAL vs NRG
+224.9%
+195.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.1% |
| 3M | +3.6% | -17.9% | +21.6% | +8.8% |
| 6M | +26.7% | -29.1% | +55.8% | +37.9% |
| YTD | +34.3% | -38.1% | +72.4% | +50.8% |
| 1Y | +59.1% | -40.9% | +100.0% | +81.2% |
| 3Y | +179.9% | +124.4% | +55.4% | +95.2% |
| 5Y | +119.1% | +215.7% | -96.6% | +34.5% |
| 10Y | +125.6% | +981.5% | -855.9% | -10.0% |
| All | +420.5% | +224.9% | +195.6% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling