-40.7%
NRG vs DECK
+9.7%
-50.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.3% | +6.0% | +9.7% |
| 7D | +2.9% | +6.4% | -3.5% | +1.9% |
| 30D | -9.3% | +9.1% | -18.4% | -10.7% |
| 3M | -17.1% | -7.2% | -9.9% | -16.3% |
| 6M | -28.9% | -9.9% | -18.9% | -28.5% |
| YTD | -37.9% | -12.8% | -25.2% | -36.1% |
| All | -40.7% | +9.7% | -50.4% | -37.4% |
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