+208.7%
NRG vs DBX
+27.0%
+181.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.5% |
| 7D | -4.7% | +2.1% | -6.8% | -4.8% |
| 30D | -6.0% | +5.7% | -11.7% | -6.4% |
| 3M | -8.0% | +31.8% | -39.8% | -11.0% |
| 6M | -23.2% | +37.5% | -60.6% | -26.7% |
| YTD | -28.1% | +27.9% | -56.0% | -30.3% |
| 1Y | -27.3% | +15.0% | -42.3% | -27.5% |
| 3Y | +208.7% | +27.2% | +181.5% | +183.1% |
| All | +208.7% | +27.0% | +181.7% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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