+43.9%
DOC vs NTRS
+162.0%
-118.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.9% |
| 7D | +6.2% | -0.9% | +7.1% | +6.5% |
| 30D | +6.5% | +1.1% | +5.3% | +6.0% |
| 3M | -6.2% | -6.6% | +0.4% | -4.4% |
| 6M | +25.6% | +7.1% | +18.5% | +22.2% |
| YTD | +32.1% | +27.4% | +4.7% | +19.5% |
| 1Y | +20.3% | +36.5% | -16.2% | +5.7% |
| All | +43.9% | +162.0% | -118.1% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling