+981.5%
NRG vs DOC
+20.3%
+961.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +0.9% | +4.3% | -3.5% | -1.0% |
| 30D | -9.6% | +9.2% | -18.8% | -13.1% |
| 3M | -17.9% | -0.8% | -17.1% | -18.1% |
| 6M | -29.1% | +7.1% | -36.2% | -31.8% |
| YTD | -38.1% | +34.0% | -72.1% | -46.7% |
| 1Y | -40.9% | +23.2% | -64.1% | -47.3% |
| 3Y | +124.4% | +53.6% | +70.8% | +76.5% |
| 5Y | +215.7% | -20.4% | +236.2% | +234.3% |
| 10Y | +981.5% | +23.4% | +958.1% | +802.7% |
| All | +981.5% | +20.3% | +961.2% | +802.7% |
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