+243.0%
NRG vs DOCU
+104.2%
+138.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.7% | +11.3% | +9.8% |
| 7D | -7.6% | -5.5% | -2.1% | -7.1% |
| 30D | -18.3% | +12.6% | -30.9% | -19.4% |
| 3M | -25.5% | +36.4% | -61.9% | -28.2% |
| 6M | -40.9% | +66.8% | -107.7% | -44.9% |
| YTD | -43.7% | +13.5% | -57.2% | -45.3% |
| 1Y | -47.3% | +11.3% | -58.6% | -48.7% |
| 3Y | +103.2% | +92.1% | +11.1% | +84.0% |
| 5Y | +176.7% | -71.0% | +247.7% | +186.6% |
| All | +243.0% | +104.2% | +138.7% | +144.2% |
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