-40.9%
NRG vs DOC
+22.2%
-63.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.4% |
| 7D | +0.9% | +4.3% | -3.5% | +1.3% |
| 30D | -9.6% | +9.2% | -18.8% | -9.1% |
| 3M | -17.9% | -0.8% | -17.1% | -17.6% |
| 6M | -29.1% | +7.1% | -36.2% | -29.4% |
| YTD | -38.1% | +34.0% | -72.1% | -36.1% |
| 1Y | -40.9% | +23.2% | -64.1% | -39.6% |
| All | -40.9% | +22.2% | -63.1% | -39.6% |
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