+1,065.2%
NRG vs DRI
+353.8%
+711.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -4.7% | -3.2% | -1.4% | -3.7% |
| 30D | -6.0% | -7.8% | +1.8% | -3.6% |
| 3M | -8.0% | +0.4% | -8.3% | -8.4% |
| 6M | -23.2% | +4.8% | -28.0% | -24.8% |
| YTD | -28.1% | +16.7% | -44.8% | -32.2% |
| 1Y | -27.3% | +1.5% | -28.7% | -28.5% |
| 3Y | +208.7% | +56.3% | +152.4% | +160.0% |
| 5Y | +197.7% | +66.4% | +131.2% | +141.0% |
| All | +1,065.2% | +353.8% | +711.3% | +462.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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