-47.3%
NRG vs DOC
+20.9%
-68.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +8.9% | +9.7% |
| 7D | -7.6% | +6.5% | -14.1% | -7.2% |
| 30D | -18.3% | +9.2% | -27.5% | -17.9% |
| 3M | -25.5% | -2.5% | -23.0% | -25.2% |
| 6M | -40.9% | +7.1% | -48.0% | -41.2% |
| YTD | -43.7% | +33.0% | -76.7% | -42.4% |
| 1Y | -47.3% | +23.3% | -70.6% | -46.0% |
| All | -47.3% | +20.9% | -68.3% | -46.0% |
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