+532.5%
NRG vs DG
+551.9%
-19.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -3.0% |
| 7D | -0.2% | -6.3% | +6.1% | +0.7% |
| 30D | -6.8% | +2.4% | -9.2% | -7.1% |
| 3M | -7.1% | +12.4% | -19.6% | -9.0% |
| 6M | -27.6% | -14.9% | -12.6% | -26.3% |
| YTD | -29.2% | -6.1% | -23.1% | -29.0% |
| 1Y | -29.9% | +17.9% | -47.7% | -32.4% |
| 3Y | +198.7% | +3.1% | +195.5% | +185.9% |
| 5Y | +192.9% | -38.7% | +231.6% | +211.5% |
| 10Y | +1,084.1% | +99.6% | +984.5% | +863.9% |
| All | +532.5% | +551.9% | -19.4% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling