+193.5%
NRG vs DD
+56.1%
+137.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -4.7% | -3.5% | -1.2% | -3.1% |
| 30D | -6.0% | -11.7% | +5.7% | -0.4% |
| 3M | -8.0% | -9.2% | +1.3% | -4.0% |
| 6M | -23.2% | -7.2% | -16.0% | -20.7% |
| YTD | -28.1% | +6.6% | -34.7% | -30.4% |
| 1Y | -27.3% | +32.0% | -59.3% | -36.4% |
| 3Y | +208.7% | +42.1% | +166.5% | +156.1% |
| All | +193.5% | +56.1% | +137.4% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling