+924.9%
NRG vs DOC
+20.6%
+904.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +10.0% | -1.4% | +11.4% | +10.6% |
| 30D | -3.2% | +7.2% | -10.4% | -6.3% |
| 3M | -18.5% | -2.5% | -16.0% | -18.1% |
| 6M | -25.3% | +5.3% | -30.6% | -27.6% |
| YTD | -38.1% | +31.2% | -69.3% | -46.3% |
| 1Y | -40.7% | +21.9% | -62.6% | -46.9% |
| 3Y | +121.8% | +53.9% | +67.8% | +74.3% |
| 5Y | +209.2% | -21.7% | +230.9% | +229.3% |
| All | +924.9% | +20.6% | +904.3% | +796.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling