+99.6%
DE vs NRG
+194.8%
-95.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -2.6% | -4.7% | +2.1% | -1.9% |
| 30D | +9.0% | -6.0% | +15.0% | +9.7% |
| 3M | +19.1% | -8.0% | +27.1% | +19.6% |
| 6M | +14.4% | -23.2% | +37.5% | +17.5% |
| YTD | +45.9% | -28.1% | +74.0% | +51.1% |
| 1Y | +43.6% | -27.3% | +70.9% | +47.7% |
| 3Y | +75.9% | +208.7% | -132.8% | +24.7% |
| All | +99.6% | +194.8% | -95.2% | +46.2% |
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