-8.3%
DIS vs NRG
-30.0%
+21.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +2.2% | -6.8% | +9.0% | +2.4% |
| 3M | +8.1% | -7.1% | +15.3% | +7.5% |
| 6M | +5.2% | -27.6% | +32.8% | +5.6% |
| YTD | -6.3% | -29.2% | +22.9% | -6.1% |
| All | -8.3% | -30.0% | +21.7% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling