-29.9%
NRG vs D
+15.9%
-45.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -0.2% | -1.6% | +1.5% | +0.3% |
| 30D | -6.8% | -3.5% | -3.3% | -5.9% |
| 3M | -7.1% | -1.6% | -5.5% | -7.0% |
| 6M | -27.6% | +5.8% | -33.4% | -29.3% |
| YTD | -29.2% | +14.5% | -43.7% | -31.0% |
| 1Y | -29.9% | +14.2% | -44.0% | -30.2% |
| All | -29.9% | +15.9% | -45.8% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling