-27.5%
DOCN vs NRG
+206.1%
-233.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | +19.1% | +10.0% | +9.1% | +14.5% |
| 30D | -21.0% | -3.2% | -17.8% | -20.0% |
| 3M | -34.7% | -18.5% | -16.2% | -29.5% |
| 6M | -45.8% | -25.3% | -20.5% | -40.2% |
| YTD | +79.4% | -38.1% | +117.5% | +110.6% |
| 1Y | +91.0% | -40.7% | +131.7% | +127.7% |
| 3Y | +237.5% | +121.8% | +115.7% | +97.8% |
| All | -27.5% | +206.1% | -233.6% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling