+1,575.9%
NRG vs DAR
+2,279.8%
-703.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.3% |
| 7D | +9.3% | -0.9% | +10.1% | +9.5% |
| 30D | +1.3% | +13.0% | -11.7% | -2.5% |
| 3M | -6.0% | +15.0% | -21.0% | -10.3% |
| 6M | -22.0% | +26.8% | -48.8% | -27.9% |
| YTD | -24.1% | +86.4% | -110.6% | -37.2% |
| 1Y | -18.0% | +115.1% | -133.1% | -35.4% |
| 3Y | +220.0% | +14.6% | +205.4% | +190.4% |
| 5Y | +201.1% | -8.8% | +209.9% | +182.0% |
| 10Y | +1,085.1% | +356.5% | +728.6% | +550.3% |
| All | +1,575.9% | +2,279.8% | -703.9% | +560.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling