+193.5%
NRG vs DTE
+30.3%
+163.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | -4.7% | -2.6% | -2.1% | -3.5% |
| 30D | -6.0% | -4.4% | -1.6% | -4.0% |
| 3M | -8.0% | -8.3% | +0.4% | -4.4% |
| 6M | -23.2% | -8.1% | -15.1% | -20.2% |
| YTD | -28.1% | +4.4% | -32.5% | -29.2% |
| 1Y | -27.3% | +0.2% | -27.4% | -27.3% |
| 3Y | +208.7% | +42.6% | +166.0% | +156.1% |
| All | +193.5% | +30.3% | +163.2% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling