-18.6%
NRG vs DECK
-30.4%
+11.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.9% | +6.2% |
| 7D | +7.1% | -2.2% | +9.3% | +7.4% |
| 30D | -1.4% | -13.6% | +12.2% | +0.5% |
| 3M | -10.5% | -21.2% | +10.8% | -7.5% |
| 6M | -26.7% | -21.1% | -5.7% | -24.9% |
| YTD | -24.5% | -17.2% | -7.3% | -22.5% |
| 1Y | -18.6% | -30.7% | +12.2% | -12.0% |
| All | -18.6% | -30.4% | +11.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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