+2,327.1%
DHR vs NRG
+1,484.6%
+842.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.5% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -3.3% | -6.8% | +3.5% | -2.1% |
| 3M | +9.4% | -7.1% | +16.6% | +10.1% |
| 6M | +3.2% | -27.6% | +30.7% | +8.5% |
| YTD | -12.0% | -29.2% | +17.2% | -7.5% |
| 1Y | +4.9% | -29.9% | +34.8% | +9.8% |
| 3Y | -7.4% | +198.7% | -206.0% | -32.4% |
| 5Y | -29.8% | +192.9% | -222.7% | -49.3% |
| 10Y | +209.1% | +1,084.1% | -875.1% | +55.9% |
| All | +2,327.1% | +1,484.6% | +842.6% | +1,043.7% |
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