+3,324.3%
DE vs NRG
+1,510.3%
+1,814.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -2.6% | -4.7% | +2.1% | -1.3% |
| 30D | +9.0% | -6.0% | +15.0% | +10.4% |
| 3M | +19.1% | -8.0% | +27.1% | +20.1% |
| 6M | +14.4% | -23.2% | +37.5% | +20.4% |
| YTD | +45.9% | -28.1% | +74.0% | +55.6% |
| 1Y | +43.6% | -27.3% | +70.9% | +51.2% |
| 3Y | +75.9% | +208.7% | -132.8% | +9.5% |
| 5Y | +98.8% | +197.7% | -98.9% | +21.8% |
| 10Y | +861.4% | +1,103.3% | -241.9% | +245.2% |
| All | +3,324.3% | +1,510.3% | +1,814.0% | +1,130.0% |
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