-18.0%
NRG vs DOCU
-19.0%
+1.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | -0.2% |
| 7D | +9.3% | +0.7% | +8.6% | +9.4% |
| 30D | +1.3% | +8.0% | -6.7% | +2.7% |
| 3M | -6.0% | +41.0% | -47.0% | -1.5% |
| 6M | -22.0% | +33.7% | -55.6% | -18.2% |
| YTD | -24.1% | -4.9% | -19.3% | -19.4% |
| 1Y | -18.0% | -20.4% | +2.3% | -11.6% |
| All | -18.0% | -19.0% | +1.0% | -11.6% |
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