+323.1%
DOCN vs NRG
+228.9%
+94.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +0.4% |
| 7D | +1.1% | +7.1% | -6.0% | -1.4% |
| 30D | -9.6% | -1.4% | -8.2% | -9.4% |
| 3M | -37.7% | -10.5% | -27.2% | -35.9% |
| 6M | +115.2% | -26.7% | +142.0% | +135.8% |
| YTD | +133.7% | -24.5% | +158.3% | +152.0% |
| 1Y | +250.2% | -18.6% | +268.7% | +266.1% |
| All | +323.1% | +228.9% | +94.2% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling