+1,267.1%
NRG vs DECK
+8,636.3%
-7,369.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.9% | +6.8% | -5.9% | -0.6% |
| 30D | -9.6% | +8.3% | -17.9% | -11.2% |
| 3M | -17.9% | -7.9% | -10.1% | -16.9% |
| 6M | -29.1% | -10.6% | -18.5% | -28.1% |
| YTD | -38.1% | -13.4% | -24.7% | -37.2% |
| 1Y | -40.9% | +12.5% | -53.4% | -43.1% |
| 3Y | +124.4% | -14.9% | +139.3% | +122.3% |
| 5Y | +215.7% | +27.5% | +188.3% | +182.4% |
| 10Y | +981.5% | +839.4% | +142.1% | +542.1% |
| All | +1,267.1% | +8,636.3% | -7,369.2% | +479.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling