+1,575.9%
NRG vs DRI
+2,011.2%
-435.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +9.3% | -1.2% | +10.5% | +9.7% |
| 30D | +1.3% | -0.4% | +1.7% | +1.3% |
| 3M | -6.0% | +9.5% | -15.5% | -9.0% |
| 6M | -22.0% | +6.5% | -28.4% | -24.0% |
| YTD | -24.1% | +18.4% | -42.6% | -28.9% |
| 1Y | -18.0% | +4.2% | -22.2% | -20.2% |
| 3Y | +220.0% | +57.1% | +162.9% | +169.1% |
| 5Y | +201.1% | +70.4% | +130.7% | +142.1% |
| 10Y | +1,085.1% | +354.0% | +731.1% | +522.8% |
| All | +1,575.9% | +2,011.2% | -435.3% | +411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling