-49.7%
NRG vs DD
+49.3%
-99.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.8% | -11.7% | -12.6% |
| 7D | -13.7% | +8.7% | -22.4% | -17.1% |
| 30D | -13.6% | +15.3% | -28.9% | -19.5% |
| 3M | -28.5% | +5.9% | -34.4% | -30.4% |
| 6M | -45.8% | +11.6% | -57.3% | -48.6% |
| YTD | -46.9% | +26.5% | -73.5% | -52.3% |
| 1Y | -49.7% | +35.4% | -85.1% | -56.0% |
| All | -49.7% | +49.3% | -99.0% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling