+4,521.4%
DELL vs NRG
+1,018.6%
+3,502.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -4.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +14.9% | -6.8% | +21.7% | +17.5% |
| 3M | +37.2% | -7.1% | +44.3% | +39.2% |
| 6M | +254.0% | -27.6% | +281.5% | +286.6% |
| YTD | +306.1% | -29.2% | +335.3% | +344.3% |
| 1Y | +312.3% | -29.9% | +342.2% | +351.0% |
| 3Y | +654.0% | +198.7% | +455.4% | +392.1% |
| 5Y | +1,055.3% | +192.9% | +862.4% | +644.1% |
| 10Y | +3,948.9% | +1,084.1% | +2,864.8% | +1,976.1% |
| All | +4,521.4% | +1,018.6% | +3,502.9% | +2,327.9% |
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