+15.4%
DOC vs NTRS
+189.6%
-174.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -0.9% | +3.2% | -4.1% | -2.1% |
| 30D | +7.7% | +9.6% | -1.9% | +3.9% |
| 3M | -2.0% | -6.0% | +4.0% | +0.1% |
| 6M | +5.9% | +10.4% | -4.5% | +1.4% |
| YTD | +31.8% | +32.5% | -0.6% | +16.4% |
| 1Y | +22.5% | +41.2% | -18.7% | +5.3% |
| 3Y | +54.7% | +173.4% | -118.7% | -0.4% |
| 5Y | -21.3% | +65.0% | -86.3% | -39.7% |
| All | +15.4% | +189.6% | -174.3% | -30.5% |
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