+1,065.2%
NRG vs DG
+101.8%
+963.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -4.7% | -6.5% | +1.8% | -4.0% |
| 30D | -6.0% | +4.2% | -10.1% | -6.4% |
| 3M | -8.0% | +9.5% | -17.5% | -9.2% |
| 6M | -23.2% | -13.1% | -10.0% | -22.2% |
| YTD | -28.1% | -4.8% | -23.2% | -28.0% |
| 1Y | -27.3% | +20.6% | -47.9% | -29.6% |
| 3Y | +208.7% | +4.9% | +203.7% | +198.8% |
| 5Y | +197.7% | -37.9% | +235.5% | +225.8% |
| All | +1,065.2% | +101.8% | +963.4% | +857.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling