+6.7%
DLR vs NRG
-22.9%
+29.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.3% | +0.5% |
| 7D | +2.9% | +3.9% | -1.0% | +2.1% |
| 30D | -1.2% | -3.0% | +1.8% | -0.7% |
| 3M | +2.9% | -10.9% | +13.8% | +3.9% |
| 6M | +6.7% | -25.3% | +31.9% | +11.2% |
| All | +6.7% | -22.9% | +29.6% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling