+300.6%
NRG vs DT
+100.3%
+200.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -4.7% | -1.6% | -3.1% | -4.4% |
| 30D | -6.0% | +3.0% | -9.0% | -6.7% |
| 3M | -8.0% | +26.5% | -34.5% | -12.8% |
| 6M | -23.2% | +35.9% | -59.1% | -28.9% |
| YTD | -28.1% | +17.8% | -45.9% | -31.7% |
| 1Y | -27.3% | +4.1% | -31.3% | -29.1% |
| 3Y | +208.7% | +5.3% | +203.4% | +197.0% |
| 5Y | +197.7% | -27.2% | +224.8% | +196.9% |
| All | +300.6% | +100.3% | +200.3% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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