+212.3%
NRG vs D
+12.4%
+199.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +21.7% | -3.1% | +24.8% | +22.8% |
| 30D | -8.1% | +8.4% | -16.4% | -11.0% |
| 3M | -18.3% | +0.2% | -18.6% | -18.7% |
| 6M | -28.0% | +9.5% | -37.5% | -30.9% |
| YTD | -37.5% | +18.8% | -56.3% | -41.7% |
| 1Y | -41.1% | +14.7% | -55.8% | -44.4% |
| 3Y | +126.6% | +72.9% | +53.6% | +76.0% |
| 5Y | +212.3% | +13.1% | +199.1% | +211.1% |
| All | +212.3% | +12.4% | +199.9% | +211.1% |
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