+356.5%
NRG vs DBX
+20.9%
+335.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.5% |
| 7D | -0.2% | -1.8% | +1.7% | +0.1% |
| 30D | -6.8% | +2.8% | -9.6% | -7.5% |
| 3M | -7.1% | +26.8% | -33.9% | -12.1% |
| 6M | -27.6% | +32.8% | -60.3% | -32.8% |
| YTD | -29.2% | +26.1% | -55.3% | -33.7% |
| 1Y | -29.9% | +14.1% | -44.0% | -33.0% |
| 3Y | +198.7% | +25.7% | +172.9% | +174.2% |
| 5Y | +192.9% | +11.2% | +181.7% | +169.7% |
| All | +356.5% | +20.9% | +335.6% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling