-49.7%
NRG vs DOC
+21.8%
-71.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.1% | -16.6% | -13.3% |
| 7D | -13.7% | +8.7% | -22.5% | -13.4% |
| 30D | -13.6% | +7.6% | -21.2% | -13.2% |
| 3M | -28.5% | -5.3% | -23.3% | -28.2% |
| 6M | -45.8% | +27.6% | -73.4% | -46.2% |
| YTD | -46.9% | +32.4% | -79.4% | -46.4% |
| 1Y | -49.7% | +22.9% | -72.6% | -48.6% |
| All | -49.7% | +21.8% | -71.5% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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