-10.5%
NRG vs D
+1.4%
-11.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.4% |
| 7D | +7.1% | +1.5% | +5.7% | +7.2% |
| 30D | -1.4% | -2.6% | +1.2% | -1.9% |
| 3M | -10.5% | 0.0% | -10.5% | -10.9% |
| All | -10.5% | +1.4% | -11.8% | -10.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling