+237.5%
DOCN vs NTR
+47.6%
+189.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +19.1% | -0.3% | +19.4% | +19.2% |
| 30D | -21.0% | +2.0% | -23.0% | -21.5% |
| 3M | -34.7% | +6.4% | -41.2% | -36.2% |
| 6M | -45.8% | +1.6% | -47.4% | -46.5% |
| YTD | +79.4% | +18.2% | +61.2% | +66.0% |
| 1Y | +91.0% | +23.9% | +67.1% | +72.9% |
| 3Y | +237.5% | +44.7% | +192.8% | +174.1% |
| All | +237.5% | +47.6% | +189.9% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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