+202.5%
NRG vs DOCS
-73.4%
+275.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.8% | +9.2% | +6.6% |
| 7D | +7.1% | -1.4% | +8.5% | +7.2% |
| 30D | -1.4% | +21.8% | -23.2% | -3.7% |
| 3M | -10.5% | +27.3% | -37.8% | -13.0% |
| 6M | -26.7% | -0.3% | -26.4% | -27.5% |
| YTD | -24.5% | -40.5% | +16.0% | -21.4% |
| 1Y | -18.6% | -61.5% | +43.0% | -11.1% |
| 3Y | +227.1% | +8.2% | +219.0% | +220.2% |
| All | +202.5% | -73.4% | +275.9% | +205.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling