+31.9%
DIS vs NRG
+971.7%
-939.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +1.9% | +10.0% | -8.1% | -0.3% |
| 30D | +9.2% | -3.2% | +12.4% | +9.2% |
| 3M | +13.5% | -18.5% | +32.0% | +17.6% |
| 6M | +14.3% | -25.3% | +39.6% | +19.2% |
| YTD | +5.4% | -38.1% | +43.5% | +13.7% |
| 1Y | +12.2% | -40.7% | +52.9% | +22.0% |
| 3Y | +37.2% | +121.8% | -84.6% | -3.5% |
| 5Y | -23.1% | +209.2% | -232.4% | -51.9% |
| All | +31.9% | +971.7% | -939.8% | -31.7% |
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 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