+2,934.4%
DOC vs NTRS
+7,333.9%
-4,399.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.9% |
| 7D | +8.7% | +3.6% | +5.2% | +7.2% |
| 30D | +7.6% | +4.3% | +3.3% | +5.8% |
| 3M | -5.3% | -1.9% | -3.3% | -4.7% |
| 6M | +27.6% | +11.4% | +16.2% | +21.7% |
| YTD | +32.4% | +32.3% | +0.1% | +16.8% |
| 1Y | +22.9% | +42.5% | -19.7% | +5.0% |
| 3Y | +43.1% | +171.6% | -128.5% | -7.3% |
| 5Y | -21.4% | +68.4% | -89.8% | -40.0% |
| 10Y | +16.8% | +223.6% | -206.7% | -35.4% |
| All | +2,934.4% | +7,333.9% | -4,399.5% | +848.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling