-99.9%
DFNS vs NRG
+198.7%
-298.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +0.7% |
| 7D | -3.3% | -0.2% | -3.2% | -3.3% |
| 30D | -73.1% | -6.8% | -66.3% | -73.8% |
| 3M | -71.4% | -7.1% | -64.2% | -72.2% |
| 6M | -93.8% | -27.6% | -66.3% | -94.4% |
| YTD | -98.0% | -29.2% | -68.8% | -98.2% |
| 1Y | -98.2% | -29.9% | -68.3% | -98.4% |
| All | -99.9% | +198.7% | -298.5% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling