-27.3%
NRG vs DOV
+8.6%
-35.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -4.7% | -2.0% | -2.7% | -3.7% |
| 30D | -6.0% | -8.9% | +2.9% | -1.9% |
| 3M | -8.0% | -13.3% | +5.3% | -2.1% |
| 6M | -23.2% | -9.7% | -13.5% | -19.5% |
| YTD | -28.1% | -2.5% | -25.6% | -24.1% |
| 1Y | -27.3% | +7.2% | -34.5% | -23.4% |
| All | -27.3% | +8.6% | -35.9% | -23.4% |
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