+217.4%
NRG vs DECK
+30.0%
+187.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.3% | +6.0% | +9.4% |
| 7D | +2.9% | +6.4% | -3.5% | +1.3% |
| 30D | -9.3% | +9.1% | -18.4% | -11.4% |
| 3M | -17.1% | -7.2% | -9.9% | -16.0% |
| 6M | -28.9% | -9.9% | -18.9% | -27.9% |
| YTD | -37.9% | -12.8% | -25.2% | -36.9% |
| 1Y | -42.7% | +10.6% | -53.3% | -45.0% |
| 3Y | +127.5% | -13.8% | +141.3% | +127.6% |
| 5Y | +217.4% | +27.6% | +189.8% | +198.0% |
| All | +217.4% | +30.0% | +187.4% | +198.0% |
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