-99.9%
DFNS vs NRG
+327.7%
-427.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.7% |
| 7D | +0.8% | +9.3% | -8.5% | +2.3% |
| 30D | -73.2% | +1.3% | -74.5% | -73.3% |
| 3M | -72.4% | -6.0% | -66.5% | -72.8% |
| 6M | -95.2% | -22.0% | -73.3% | -95.4% |
| YTD | -98.0% | -24.1% | -73.8% | -98.1% |
| 1Y | -98.3% | -18.0% | -80.2% | -98.3% |
| 3Y | -99.9% | +220.0% | -319.9% | -99.9% |
| 5Y | -99.9% | +201.1% | -301.0% | -99.8% |
| All | -99.9% | +327.7% | -427.5% | -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 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