+23.5%
DIS vs NRG
+1,083.9%
-1,060.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | +1.2% | -4.7% | +5.8% | +2.2% |
| 30D | +3.2% | -6.0% | +9.2% | +4.4% |
| 3M | +7.0% | -8.0% | +15.0% | +7.6% |
| 6M | +6.4% | -23.2% | +29.6% | +10.6% |
| YTD | -5.6% | -28.1% | +22.4% | -0.8% |
| 1Y | -7.7% | -27.3% | +19.6% | -4.0% |
| 3Y | +33.2% | +208.7% | -175.5% | -11.9% |
| 5Y | -40.3% | +197.7% | -238.0% | -60.8% |
| All | +23.5% | +1,083.9% | -1,060.4% | -33.4% |
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 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