+30.2%
DIS vs NRG
+208.6%
-178.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | -0.4% |
| 7D | -3.5% | +3.9% | -7.4% | -4.0% |
| 30D | +1.0% | -3.0% | +3.9% | +1.3% |
| 3M | +5.7% | -10.9% | +16.6% | +6.4% |
| 6M | +3.3% | -25.3% | +28.5% | +6.2% |
| YTD | -7.7% | -26.8% | +19.1% | -5.1% |
| 1Y | -10.0% | -23.3% | +13.3% | -8.8% |
| All | +30.2% | +208.6% | -178.4% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling