+122.7%
NRG vs DOCU
+96.5%
+26.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.2% |
| 7D | +17.1% | -0.4% | +17.6% | +17.1% |
| 30D | -7.9% | +12.9% | -20.8% | -9.0% |
| 3M | -18.2% | +35.1% | -53.3% | -20.8% |
| 6M | -28.4% | +76.2% | -104.6% | -33.9% |
| YTD | -37.9% | +17.2% | -55.0% | -38.3% |
| 1Y | -39.2% | +16.4% | -55.7% | -39.6% |
| All | +122.7% | +96.5% | +26.1% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling