-40.1%
NRG vs DECK
+0.9%
-41.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +4.9% | +1.2% |
| 7D | +21.7% | -3.7% | +25.4% | +22.4% |
| 30D | -8.1% | +0.6% | -8.7% | -8.3% |
| 3M | -18.3% | -7.3% | -11.0% | -17.5% |
| 6M | -28.0% | -10.9% | -17.1% | -27.9% |
| YTD | -37.5% | -18.5% | -19.1% | -35.0% |
| All | -40.1% | +0.9% | -41.0% | -36.6% |
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