+176.5%
DLR vs NRG
+1,083.9%
-907.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | +0.1% | -4.7% | +4.8% | +1.2% |
| 30D | -4.3% | -6.0% | +1.7% | -3.1% |
| 3M | +3.8% | -8.0% | +11.8% | +4.9% |
| 6M | +5.8% | -23.2% | +29.0% | +11.1% |
| YTD | +23.5% | -28.1% | +51.6% | +31.1% |
| 1Y | +11.1% | -27.3% | +38.3% | +17.0% |
| 3Y | +57.9% | +208.7% | -150.8% | +10.1% |
| 5Y | +44.0% | +197.7% | -153.7% | -0.4% |
| All | +176.5% | +1,083.9% | -907.5% | +40.1% |
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