+1,065.2%
NRG vs DAR
+366.1%
+699.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.2% |
| 7D | -4.7% | -0.1% | -4.5% | -4.7% |
| 30D | -6.0% | +2.6% | -8.6% | -7.0% |
| 3M | -8.0% | +14.2% | -22.2% | -12.2% |
| 6M | -23.2% | +17.2% | -40.3% | -27.4% |
| YTD | -28.1% | +80.9% | -108.9% | -40.6% |
| 1Y | -27.3% | +104.0% | -131.2% | -42.5% |
| 3Y | +208.7% | +3.6% | +205.0% | +188.8% |
| 5Y | +197.7% | -7.8% | +205.4% | +177.0% |
| All | +1,065.2% | +366.1% | +699.1% | +424.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling