+111.9%
DOCN vs NTR
+54.2%
+57.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.5% |
| 7D | +27.4% | -1.4% | +28.8% | +27.8% |
| 30D | -29.7% | +2.2% | -32.0% | -30.3% |
| 3M | -32.5% | +6.8% | -39.3% | -34.2% |
| 6M | -42.2% | +0.6% | -42.8% | -42.9% |
| YTD | +87.2% | +18.2% | +69.0% | +74.4% |
| 1Y | +86.2% | +21.3% | +64.9% | +71.8% |
| 3Y | +257.4% | +46.6% | +210.8% | +205.9% |
| 5Y | -27.4% | +21.3% | -48.7% | -38.1% |
| All | +111.9% | +54.2% | +57.7% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling