+202.5%
NRG vs DOC
-24.5%
+227.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.0% |
| 7D | +7.1% | -1.5% | +8.6% | +7.6% |
| 30D | -1.4% | -4.8% | +3.3% | 0.0% |
| 3M | -10.5% | +6.9% | -17.3% | -13.0% |
| 6M | -26.7% | +20.7% | -47.5% | -32.0% |
| YTD | -24.5% | +34.1% | -58.7% | -33.0% |
| 1Y | -18.6% | +22.6% | -41.2% | -25.4% |
| 3Y | +227.1% | +20.8% | +206.3% | +199.4% |
| All | +202.5% | -24.5% | +227.0% | +244.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling