-18.6%
NRG vs DOV
+11.5%
-30.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +6.0% |
| 7D | +7.1% | -2.7% | +9.8% | +8.4% |
| 30D | -1.4% | -8.1% | +6.7% | +2.3% |
| 3M | -10.5% | -9.4% | -1.1% | -6.7% |
| 6M | -26.7% | -12.6% | -14.1% | -23.1% |
| YTD | -24.5% | -0.5% | -24.1% | -20.9% |
| 1Y | -18.6% | +9.2% | -27.8% | -15.6% |
| All | -18.6% | +11.5% | -30.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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