+127.5%
NRG vs DOC
+49.4%
+78.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.8% | +8.5% | +10.0% |
| 7D | +2.9% | +5.9% | -2.9% | +1.9% |
| 30D | -9.3% | +10.3% | -19.6% | -11.0% |
| 3M | -17.1% | -2.2% | -14.9% | -16.7% |
| 6M | -28.9% | +8.2% | -37.1% | -30.4% |
| YTD | -37.9% | +35.4% | -73.3% | -42.7% |
| 1Y | -42.7% | +23.6% | -66.3% | -45.6% |
| 3Y | +127.5% | +57.3% | +70.2% | +105.6% |
| All | +127.5% | +49.4% | +78.1% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling