+23.4%
DOC vs NTRS
+200.7%
-177.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +4.3% | +3.1% | +1.3% | +3.1% |
| 30D | +9.2% | +5.8% | +3.4% | +6.7% |
| 3M | -0.8% | -4.9% | +4.0% | +0.8% |
| 6M | +7.1% | +11.9% | -4.8% | +2.0% |
| YTD | +34.0% | +32.2% | +1.8% | +18.3% |
| 1Y | +23.2% | +39.6% | -16.4% | +6.3% |
| 3Y | +53.6% | +173.9% | -120.3% | -1.4% |
| 5Y | -20.4% | +67.1% | -87.6% | -39.4% |
| 10Y | +23.4% | +196.8% | -173.4% | -28.8% |
| All | +23.4% | +200.7% | -177.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling