+203.7%
NRG vs DAR
+7.7%
+196.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.9% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | -6.8% | +6.4% | -13.2% | -8.3% |
| 3M | -7.1% | +13.2% | -20.4% | -10.1% |
| 6M | -27.6% | +26.2% | -53.7% | -31.9% |
| YTD | -29.2% | +84.4% | -113.6% | -39.2% |
| 1Y | -29.9% | +112.0% | -141.9% | -42.1% |
| All | +203.7% | +7.7% | +196.0% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling