+773.0%
DIA vs NRG
+1,537.4%
-764.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | 0.0% |
| 7D | -1.2% | +3.9% | -5.1% | -2.1% |
| 30D | -2.7% | -3.0% | +0.3% | -2.3% |
| 3M | +3.3% | -10.9% | +14.2% | +4.8% |
| 6M | +10.4% | -25.3% | +35.7% | +15.7% |
| YTD | +10.0% | -26.8% | +36.8% | +15.2% |
| 1Y | +16.2% | -23.3% | +39.5% | +19.6% |
| 3Y | +58.7% | +208.6% | -149.9% | +12.2% |
| 5Y | +63.6% | +194.1% | -130.6% | +14.7% |
| 10Y | +251.0% | +1,123.6% | -872.5% | +67.9% |
| All | +773.0% | +1,537.4% | -764.4% | +300.4% |
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