+1,034.0%
NRG vs DOC
+230.4%
+803.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -17.0% | +6.2% | -23.2% | -19.0% |
| 30D | -21.9% | +6.5% | -28.3% | -24.0% |
| 3M | -32.9% | -6.2% | -26.7% | -31.7% |
| 6M | -48.4% | +25.6% | -74.0% | -53.6% |
| YTD | -48.7% | +32.1% | -80.7% | -54.8% |
| 1Y | -52.8% | +20.3% | -73.1% | -57.0% |
| 3Y | +88.4% | +42.7% | +45.7% | +57.8% |
| 5Y | +152.4% | -22.2% | +174.6% | +163.9% |
| 10Y | +800.3% | +16.5% | +783.8% | +676.8% |
| All | +1,034.0% | +230.4% | +803.6% | +558.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling