-46.3%
NRG vs DOCS
-39.8%
-6.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.0% | +11.6% | +9.4% |
| 7D | -7.6% | -0.8% | -6.9% | -7.6% |
| 30D | -18.3% | +17.4% | -35.7% | -16.9% |
| 3M | -25.5% | +57.4% | -82.8% | -22.0% |
| 6M | -40.9% | +26.5% | -67.4% | -38.6% |
| YTD | -43.7% | -26.6% | -17.2% | -43.6% |
| All | -46.3% | -39.8% | -6.5% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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