-49.7%
NRG vs DVA
+62.2%
-111.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +5.8% | -19.3% | -13.0% |
| 7D | -13.7% | +4.7% | -18.5% | -13.2% |
| 30D | -13.6% | +7.8% | -21.4% | -12.8% |
| 3M | -28.5% | -15.5% | -13.0% | -29.2% |
| 6M | -45.8% | +25.0% | -70.8% | -44.9% |
| YTD | -46.9% | +69.6% | -116.5% | -47.5% |
| 1Y | -49.7% | +60.6% | -110.3% | -50.5% |
| All | -49.7% | +62.2% | -111.9% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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