+201.0%
NRG vs DOCU
-69.6%
+270.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.0% |
| 7D | +10.0% | +4.1% | +5.9% | +9.6% |
| 30D | -3.2% | +7.4% | -10.6% | -4.0% |
| 3M | -18.5% | +26.0% | -44.5% | -20.6% |
| 6M | -25.3% | +79.2% | -104.5% | -30.7% |
| YTD | -38.1% | +18.1% | -56.2% | -39.7% |
| 1Y | -40.7% | +20.5% | -61.2% | -42.5% |
| 3Y | +121.8% | +96.4% | +25.4% | +102.5% |
| All | +201.0% | -69.6% | +270.6% | +188.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling