-18.6%
NRG vs DG
+23.4%
-42.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.4% |
| 7D | +7.1% | +8.4% | -1.3% | +7.0% |
| 30D | -1.4% | +4.9% | -6.4% | -1.5% |
| 3M | -10.5% | +29.3% | -39.8% | -11.9% |
| 6M | -26.7% | -11.3% | -15.5% | -26.4% |
| YTD | -24.5% | +1.8% | -26.3% | -24.6% |
| 1Y | -18.6% | +25.3% | -43.9% | -20.9% |
| All | -18.6% | +23.4% | -42.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling