+203.9%
DOCN vs NTR
+42.2%
+161.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | -19.2% | +3.0% | -22.1% | -19.6% |
| 30D | -43.1% | +2.2% | -45.2% | -43.4% |
| 3M | -40.7% | +7.9% | -48.6% | -42.2% |
| 6M | -55.0% | -1.5% | -53.5% | -55.1% |
| YTD | +50.6% | +18.6% | +32.0% | +39.8% |
| 1Y | +54.0% | +31.7% | +22.3% | +36.9% |
| 3Y | +203.9% | +46.4% | +157.5% | +148.0% |
| All | +203.9% | +42.2% | +161.7% | +148.0% |
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