Dynamic Resilience Return

Your IRR knows only one future.

Reality has several. DRR returns a percentage you can hold against your hurdle rate — your IRR, but computed across every plausible future and priced for the flexibility you hold and the risk you add to the portfolio. Not a new metric to learn. A better version of the one you use.

A percentage, IRR-comparable. Additive. Every term audited on its own line.
What DRR measures

Four questions IRR never asks

Classic net present value compresses the future into a single assumption. DRR adds in euros — robust against estimation error rather than multiplicatively fragile.

01 · EXPECTED VALUE

Across scenarios

Scenario-weighted IRR over base, upside and stress — a distribution, not a point estimate.

02 · DOWNSIDE

Loss, not variance

We penalize the real loss case, not volatility. Upside should never be taxed as if it were risk.

03 · FLEXIBILITY

The value of options

Abandon, defer and scale options enter as a clean real-options value — added, never a gut-feel multiplier.

04 · PORTFOLIO

Marginal contribution

A project correlated with everything else raises total risk. That marginal contribution is subtracted.

05 · OUTPUT

A rate, like IRR

No abstract 0–500 score. A percentage you can hold against your hurdle rate directly — with the euro breakdown one click away.

06 · AUDIT

Line by line

Because it's additive, each contribution can be questioned in isolation. No black box of four multiplied factors.

Where it sits

“Why not just NPV, RAROC, or real options?”

The fair first question from any CFO. Here is the honest answer.

CriterionNPV / IRRRAROCReal optionsDRR
Multiple scenariosYesYes
Asymmetric downside riskYesYes
Value of flexibilityYesYes
Portfolio correlationYesYes
For industrial projects, not just banksYesYesYes
Explainable to a boardYesYesYes

In short: DRR is the substance of real options in the language of RAROC — translated for industrial projects and an investment committee, not a quant desk.

DRR calculator

Run a project in 30 seconds

Same units as your IRR. Pull the levers and watch the resilient return move — the gap to base-case IRR is the price of your assumptions.

Project & scenarios

Capital at risk (€M) — for the € audit view only
Three futures — IRR (%) & probability
Upside
IRR %
P %
Base
IRR %
P %
Stress
IRR %
P %
How heavily does the stress loss weigh? 0 = risk-neutral, 2.5 = a very cautious board.
Abandon, defer and scale options, expressed directly as annual return points — same unit as IRR, no conversion needed.
+1 = moves exactly with the book (expensive). −0.5 = diversifying (a bonus).

Result

Base-case IRR
12%
DRR

Formula: DRR% = E[IRR] − λ·max(0, −IRRstress)·Pstress + option − ρ·k·|E[IRR]|. The same metric as your IRR — computed on resilient cash flows instead of the base case. The spread is the price of your assumptions; the € breakdown keeps every term auditable.

Sensitivity — how DRR moves

The data layer

What is RALS?

The Renewable Asset Listing Standard — an open standard that turns scattered PDFs and spreadsheets into one machine-readable asset profile. RALS makes assets comparable; DRR makes the decision on them defensible. DRR consumes RALS — it doesn't replace it.

An open standard

Licensed CC BY 4.0, RFC-gated governance. A shared, vendor-neutral lingua franca for renewable asset data — not a product to buy.

What it captures

Grid evidence, hourly generation profile, the revenue stack with real €/MWh and contract end dates, curtailment history, permits and readiness — structured and comparable.

Why it matters for DRR

DRR can only score what's structured. A RALS profile is exactly the input the calculator and the scorer above consume — that's why the upload accepts RALS JSON.

Visit rals.energy ↗

Learn the schema and governance at rals.energy.

Score a real asset

Drop a RALS profile, get its resilient return

Upload a RALS asset (or a portfolio array) as JSON. DRR derives the scenarios and scores each asset right here in your browser — three models, auto-detected: heuristic risk indices, single-period €/MWh prices, or full-life cash flows with contract roll-off.

Prefer a full page? Open the scorer standalone ›

Executive FAQ

What a board asks next

Isn't this just IRR with extra steps?

At its core, yes — and that's the strength. We don't invent a new theory; we add the three things a single-scenario IRR structurally ignores: multiple futures, the price of flexibility, and the contribution to portfolio risk. Set λ=0, one scenario, no options, and DRR collapses exactly onto your IRR.

Where do scenario probabilities and λ come from?

That's the real work — and our core product. We provide industry-specific default calibrations plus a guided workshop in which your investment committee fixes λ and the scenario weights once. After that, every project runs through the same consistent filter. See the calibration step →

Why additive rather than multiplicative?

Multiplied factors amplify estimation error: a small mistake in correlation flips the entire ranking. Additive terms are robust and — crucially for a board — each can be questioned in isolation instead of disappearing into a black box.

How fast are we live?

30–90 days. Weeks 1–2: calibration workshop. Weeks 3–6: re-score your existing portfolio (this almost always reveals two or three projects that should be ranked differently). Then: an Excel/Sheets plug-in in the committee's daily flow. See the full adoption path →

Impressum

Ein privates, nichtkommerzielles Projekt von
Manuel Mahler-Hutter, 1220 Wien, Österreich.

Alle Inhalte dienen ausschließlich Illustrationszwecken und stellen keine Anlageberatung dar.