-21.1%
DOC vs NTRS
+61.8%
-82.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +6.5% | +2.1% | +4.3% | +5.7% |
| 30D | +9.2% | +2.7% | +6.4% | +8.0% |
| 3M | -2.5% | -5.7% | +3.2% | -0.7% |
| 6M | +7.1% | +6.8% | +0.3% | +4.0% |
| YTD | +33.0% | +28.4% | +4.6% | +19.4% |
| 1Y | +23.3% | +37.5% | -14.2% | +7.5% |
| 3Y | +44.9% | +167.5% | -122.5% | -5.8% |
| All | -21.1% | +61.8% | -82.9% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling