+1,567.2%
NRG vs D
+448.7%
+1,118.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.7% |
| 7D | +7.1% | +1.5% | +5.7% | +6.0% |
| 30D | -1.4% | -2.6% | +1.2% | +0.3% |
| 3M | -10.5% | 0.0% | -10.5% | -10.8% |
| 6M | -26.7% | +7.4% | -34.1% | -30.9% |
| YTD | -24.5% | +15.9% | -40.4% | -32.4% |
| 1Y | -18.6% | +18.1% | -36.7% | -28.5% |
| 3Y | +227.1% | +58.4% | +168.8% | +120.6% |
| 5Y | +198.8% | +5.2% | +193.6% | +168.5% |
| 10Y | +1,122.3% | +35.9% | +1,086.4% | +695.6% |
| All | +1,567.2% | +448.7% | +1,118.5% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling