+1,065.2%
NRG vs DGX
+255.3%
+809.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | -4.7% | -0.9% | -3.8% | -4.4% |
| 30D | -6.0% | -1.2% | -4.8% | -5.6% |
| 3M | -8.0% | +15.8% | -23.7% | -12.9% |
| 6M | -23.2% | +18.2% | -41.3% | -28.1% |
| YTD | -28.1% | +37.2% | -65.3% | -36.4% |
| 1Y | -27.3% | +30.4% | -57.6% | -34.8% |
| 3Y | +208.7% | +96.7% | +111.9% | +128.9% |
| 5Y | +197.7% | +67.2% | +130.5% | +132.8% |
| All | +1,065.2% | +255.3% | +809.8% | +503.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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