+201.0%
NRG vs DECK
+20.9%
+180.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -3.2% | +4.8% | -8.1% | -4.6% |
| 3M | -18.5% | -6.9% | -11.6% | -17.5% |
| 6M | -25.3% | -7.6% | -17.7% | -24.8% |
| YTD | -38.1% | -16.3% | -21.9% | -36.5% |
| 1Y | -40.7% | +4.5% | -45.2% | -42.4% |
| 3Y | +121.8% | -17.1% | +138.9% | +123.6% |
| All | +201.0% | +20.9% | +180.1% | +183.8% |
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