-49.7%
NRG vs DOV
+21.2%
-70.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.4% | -13.1% | -13.3% |
| 7D | -13.7% | +2.2% | -16.0% | -14.8% |
| 30D | -13.6% | +11.2% | -24.7% | -18.6% |
| 3M | -28.5% | +1.6% | -30.1% | -29.2% |
| 6M | -45.8% | -3.2% | -42.5% | -45.0% |
| YTD | -46.9% | +9.7% | -56.7% | -47.3% |
| 1Y | -49.7% | +20.5% | -70.2% | -50.0% |
| All | -49.7% | +21.2% | -70.9% | -50.0% |
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