-41.1%
NRG vs DOC
+20.8%
-61.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.5% |
| 7D | +21.7% | 0.0% | +21.7% | +21.7% |
| 30D | -8.1% | +6.6% | -14.6% | -7.7% |
| 3M | -18.3% | -1.1% | -17.2% | -18.0% |
| 6M | -28.0% | +4.8% | -32.8% | -28.5% |
| YTD | -37.5% | +32.1% | -69.6% | -36.3% |
| 1Y | -41.1% | +21.9% | -62.9% | -39.5% |
| All | -41.1% | +20.8% | -61.8% | -39.5% |
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