-40.9%
NRG vs DECK
+8.9%
-49.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.9% | +6.8% | -5.9% | -0.2% |
| 30D | -9.6% | +8.3% | -17.9% | -10.9% |
| 3M | -17.9% | -7.9% | -10.1% | -17.0% |
| 6M | -29.1% | -10.6% | -18.5% | -28.6% |
| YTD | -38.1% | -13.4% | -24.7% | -36.2% |
| 1Y | -40.9% | +12.5% | -53.4% | -37.5% |
| All | -40.9% | +8.9% | -49.8% | -37.5% |
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