+192.9%
NRG vs DRI
+63.5%
+129.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -0.2% | -4.8% | +4.7% | +1.1% |
| 30D | -6.8% | -5.2% | -1.6% | -5.5% |
| 3M | -7.1% | +2.7% | -9.9% | -8.0% |
| 6M | -27.6% | +3.6% | -31.2% | -28.6% |
| YTD | -29.2% | +15.4% | -44.6% | -32.6% |
| 1Y | -29.9% | +1.3% | -31.1% | -30.8% |
| 3Y | +198.7% | +53.1% | +145.6% | +160.2% |
| 5Y | +192.9% | +64.6% | +128.3% | +142.5% |
| All | +192.9% | +63.5% | +129.4% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling