+203.8%
DHR vs NRG
+1,083.9%
-880.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -3.6% | -4.7% | +1.1% | -2.8% |
| 30D | -2.7% | -6.0% | +3.2% | -1.8% |
| 3M | +10.9% | -8.0% | +18.9% | +11.7% |
| 6M | +3.0% | -23.2% | +26.2% | +6.6% |
| YTD | -12.2% | -28.1% | +15.8% | -8.4% |
| 1Y | +3.3% | -27.3% | +30.6% | +6.9% |
| 3Y | -8.2% | +208.7% | -216.9% | -33.3% |
| 5Y | -29.9% | +197.7% | -227.5% | -49.4% |
| All | +203.8% | +1,083.9% | -880.2% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling