-40.9%
NRG vs DOCS
+26.5%
-67.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.0% | +11.6% | +9.4% |
| 7D | -7.6% | -0.8% | -6.9% | -7.5% |
| 30D | -18.3% | +17.4% | -35.7% | -16.9% |
| 3M | -25.5% | +57.4% | -82.8% | -22.4% |
| 6M | -40.9% | +26.5% | -67.4% | -39.5% |
| All | -40.9% | +26.5% | -67.4% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling