+360.1%
NRG vs DOCU
+80.0%
+280.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.7% | +2.7% | +6.0% |
| 7D | +7.1% | +6.9% | +0.2% | +6.4% |
| 30D | -1.4% | +19.0% | -20.4% | -3.4% |
| 3M | -10.5% | +34.3% | -44.8% | -13.9% |
| 6M | -26.7% | +48.0% | -74.8% | -30.8% |
| YTD | -24.5% | 0.0% | -24.5% | -25.4% |
| 1Y | -18.6% | -10.3% | -8.3% | -18.6% |
| 3Y | +227.1% | +32.4% | +194.8% | +209.0% |
| 5Y | +198.8% | -77.9% | +276.7% | +219.6% |
| All | +360.1% | +80.0% | +280.0% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling