+193.5%
NRG vs DLTR
+30.4%
+163.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.7% | -10.1% | +5.4% | -3.3% |
| 30D | -6.0% | -8.1% | +2.2% | -4.9% |
| 3M | -8.0% | +2.9% | -10.8% | -8.8% |
| 6M | -23.2% | +4.3% | -27.5% | -24.4% |
| YTD | -28.1% | -3.9% | -24.1% | -28.3% |
| 1Y | -27.3% | +18.9% | -46.2% | -30.0% |
| 3Y | +208.7% | +1.9% | +206.7% | +198.6% |
| All | +193.5% | +30.4% | +163.1% | +174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling