+1,034.0%
NRG vs DECK
+8,436.9%
-7,402.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | -17.0% | +6.0% | -23.0% | -18.2% |
| 30D | -21.9% | +7.4% | -29.3% | -23.2% |
| 3M | -32.9% | -11.7% | -21.3% | -31.6% |
| 6M | -48.4% | -11.0% | -37.4% | -47.7% |
| YTD | -48.7% | -15.4% | -33.3% | -47.7% |
| 1Y | -52.8% | +7.2% | -60.1% | -54.1% |
| 3Y | +88.4% | -11.8% | +100.3% | +85.4% |
| 5Y | +152.4% | +24.3% | +128.1% | +126.8% |
| 10Y | +800.3% | +907.5% | -107.2% | +427.7% |
| All | +1,034.0% | +8,436.9% | -7,402.9% | +382.9% |
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