+2,974.4%
DOC vs NTRS
+7,693.4%
-4,719.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -4.8% | +1.7% | -6.5% | -5.5% |
| 3M | +6.9% | +8.9% | -2.0% | +3.0% |
| 6M | +20.7% | +30.6% | -9.8% | +7.7% |
| YTD | +34.1% | +38.7% | -4.5% | +16.3% |
| 1Y | +22.6% | +48.1% | -25.4% | +3.2% |
| 3Y | +20.8% | +165.5% | -144.7% | -21.0% |
| 5Y | -24.9% | +85.6% | -110.4% | -44.9% |
| 10Y | -1.8% | +246.1% | -247.9% | -47.2% |
| All | +2,974.4% | +7,693.4% | -4,719.0% | +844.5% |
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