-99.9%
DFNS vs NRG
+194.8%
-294.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.2% |
| 7D | -6.3% | -4.7% | -1.7% | -7.2% |
| 30D | -74.0% | -6.0% | -68.0% | -74.4% |
| 3M | -70.1% | -8.0% | -62.2% | -70.8% |
| 6M | -93.9% | -23.2% | -70.8% | -94.2% |
| YTD | -98.1% | -28.1% | -70.0% | -98.2% |
| 1Y | -98.3% | -27.3% | -71.0% | -98.4% |
| 3Y | -99.9% | +208.7% | -308.5% | -99.9% |
| All | -99.9% | +194.8% | -294.7% | -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 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