+3,609.2%
DLR vs NRG
+1,019.9%
+2,589.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.3% | +0.7% |
| 7D | +2.9% | +3.9% | -1.0% | +1.8% |
| 30D | -1.2% | -3.0% | +1.8% | -0.6% |
| 3M | +2.9% | -10.9% | +13.8% | +4.9% |
| 6M | +6.7% | -25.3% | +31.9% | +13.1% |
| YTD | +23.9% | -26.8% | +50.7% | +31.4% |
| 1Y | +18.6% | -23.3% | +41.9% | +23.7% |
| 3Y | +59.7% | +208.6% | -148.9% | +10.4% |
| 5Y | +42.1% | +194.1% | -152.1% | -2.3% |
| 10Y | +176.7% | +1,123.6% | -946.9% | +21.8% |
| All | +3,609.2% | +1,019.9% | +2,589.3% | +1,736.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling