+1,065.2%
NRG vs DLTR
+45.3%
+1,019.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.7% | -10.1% | +5.4% | -2.7% |
| 30D | -6.0% | -8.1% | +2.2% | -4.5% |
| 3M | -8.0% | +2.9% | -10.8% | -9.0% |
| 6M | -23.2% | +4.3% | -27.5% | -24.7% |
| YTD | -28.1% | -3.9% | -24.1% | -28.4% |
| 1Y | -27.3% | +18.9% | -46.2% | -31.0% |
| 3Y | +208.7% | +1.9% | +206.7% | +193.9% |
| 5Y | +197.7% | +31.0% | +166.7% | +155.7% |
| All | +1,065.2% | +45.3% | +1,019.9% | +860.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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