+1,046.6%
NRG vs D
+38.3%
+1,008.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -0.2% | -1.6% | +1.5% | +0.6% |
| 30D | -6.8% | -3.5% | -3.3% | -5.3% |
| 3M | -7.1% | -1.6% | -5.5% | -6.6% |
| 6M | -27.6% | +5.8% | -33.4% | -29.7% |
| YTD | -29.2% | +14.5% | -43.7% | -33.6% |
| 1Y | -29.9% | +14.2% | -44.0% | -34.5% |
| 3Y | +198.7% | +59.0% | +139.7% | +131.5% |
| 5Y | +192.9% | +5.4% | +187.5% | +178.9% |
| All | +1,046.6% | +38.3% | +1,008.3% | +865.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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