+194.1%
NRG vs D
+5.1%
+189.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.0% |
| 7D | +3.9% | -0.4% | +4.3% | +4.0% |
| 30D | -3.0% | -2.1% | -0.9% | -2.2% |
| 3M | -10.9% | -0.7% | -10.2% | -10.8% |
| 6M | -25.3% | +5.6% | -30.9% | -27.0% |
| YTD | -26.8% | +14.6% | -41.4% | -30.5% |
| 1Y | -23.3% | +15.3% | -38.6% | -27.5% |
| 3Y | +208.6% | +59.1% | +149.5% | +150.2% |
| 5Y | +194.1% | +3.9% | +190.2% | +201.4% |
| All | +194.1% | +5.1% | +189.0% | +201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling