-49.7%
NRG vs DOCU
+11.6%
-61.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.2% | -13.7% | -13.5% |
| 7D | -13.7% | -3.7% | -10.0% | -14.4% |
| 30D | -13.6% | +15.0% | -28.5% | -10.8% |
| 3M | -28.5% | +39.9% | -68.4% | -22.8% |
| 6M | -45.8% | +66.2% | -111.9% | -39.6% |
| YTD | -46.9% | +17.7% | -64.6% | -41.0% |
| 1Y | -49.7% | +13.7% | -63.4% | -43.4% |
| All | -49.7% | +11.6% | -61.3% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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