+64.1%
DIA vs NRG
+194.8%
-130.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.7% |
| 7D | -1.6% | -4.7% | +3.1% | -0.9% |
| 30D | -2.0% | -6.0% | +3.9% | -1.3% |
| 3M | +3.6% | -8.0% | +11.6% | +4.1% |
| 6M | +11.5% | -23.2% | +34.7% | +14.6% |
| YTD | +10.4% | -28.1% | +38.4% | +14.3% |
| 1Y | +15.6% | -27.3% | +42.8% | +19.0% |
| 3Y | +58.9% | +208.7% | -149.8% | +14.4% |
| All | +64.1% | +194.8% | -130.7% | +19.9% |
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