+1,065.2%
NRG vs DD
+66.6%
+998.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -4.7% | -3.5% | -1.2% | -3.2% |
| 30D | -6.0% | -11.7% | +5.7% | -0.6% |
| 3M | -8.0% | -9.2% | +1.3% | -4.1% |
| 6M | -23.2% | -7.2% | -16.0% | -20.8% |
| YTD | -28.1% | +6.6% | -34.7% | -30.4% |
| 1Y | -27.3% | +32.0% | -59.3% | -36.2% |
| 3Y | +208.7% | +42.1% | +166.5% | +157.7% |
| 5Y | +197.7% | +58.1% | +139.6% | +131.5% |
| All | +1,065.2% | +66.6% | +998.6% | +529.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling