+1,145.9%
DELL vs NRG
+194.8%
+951.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.3% |
| 7D | +8.2% | -4.7% | +12.9% | +10.4% |
| 30D | +17.1% | -6.0% | +23.1% | +19.7% |
| 3M | +45.2% | -8.0% | +53.1% | +47.8% |
| 6M | +286.8% | -23.2% | +309.9% | +316.8% |
| YTD | +354.8% | -28.1% | +382.8% | +399.9% |
| 1Y | +358.3% | -27.3% | +385.5% | +398.3% |
| 3Y | +724.9% | +208.7% | +516.2% | +369.7% |
| All | +1,145.9% | +194.8% | +951.1% | +603.1% |
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