+208.7%
NRG vs DGX
+96.4%
+112.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -4.7% | -0.9% | -3.8% | -4.6% |
| 30D | -6.0% | -1.2% | -4.8% | -5.9% |
| 3M | -8.0% | +15.8% | -23.7% | -9.1% |
| 6M | -23.2% | +18.2% | -41.3% | -24.4% |
| YTD | -28.1% | +37.2% | -65.3% | -30.1% |
| 1Y | -27.3% | +30.4% | -57.6% | -29.1% |
| 3Y | +208.7% | +96.7% | +111.9% | +177.3% |
| All | +208.7% | +96.4% | +112.2% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling