+181.7%
NRG vs DECK
+23.3%
+158.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.2% | +10.8% | +9.9% |
| 7D | -7.6% | +5.8% | -13.4% | -9.1% |
| 30D | -18.3% | +7.9% | -26.2% | -20.0% |
| 3M | -25.5% | -11.4% | -14.1% | -23.7% |
| 6M | -40.9% | -16.6% | -24.3% | -39.0% |
| YTD | -43.7% | -16.4% | -27.4% | -42.3% |
| 1Y | -47.3% | +8.6% | -56.0% | -49.3% |
| 3Y | +103.2% | -15.1% | +118.3% | +104.1% |
| All | +181.7% | +23.3% | +158.4% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling