+208.7%
NRG vs DRI
+54.5%
+154.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -4.7% | -3.2% | -1.4% | -4.0% |
| 30D | -6.0% | -7.8% | +1.8% | -4.3% |
| 3M | -8.0% | +0.4% | -8.3% | -8.1% |
| 6M | -23.2% | +4.8% | -28.0% | -24.2% |
| YTD | -28.1% | +16.7% | -44.8% | -31.1% |
| 1Y | -27.3% | +1.5% | -28.7% | -27.9% |
| 3Y | +208.7% | +56.3% | +152.4% | +186.2% |
| All | +208.7% | +54.5% | +154.2% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling