-49.7%
NRG vs DTE
+5.6%
-55.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.4% | -16.0% | -14.9% |
| 7D | -13.7% | +4.2% | -17.9% | -16.2% |
| 30D | -13.6% | +10.0% | -23.6% | -19.5% |
| 3M | -28.5% | -2.1% | -26.4% | -27.6% |
| 6M | -45.8% | -4.7% | -41.1% | -44.4% |
| YTD | -46.9% | +9.3% | -56.3% | -50.7% |
| 1Y | -49.7% | +6.6% | -56.3% | -53.0% |
| All | -49.7% | +5.6% | -55.3% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling