+164.6%
DOCN vs NTR
+70.8%
+93.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.2% |
| 7D | +1.1% | +8.1% | -7.0% | -1.0% |
| 30D | -9.6% | +18.8% | -28.4% | -13.9% |
| 3M | -37.7% | +16.2% | -53.9% | -40.5% |
| 6M | +115.2% | +9.8% | +105.5% | +107.7% |
| YTD | +133.7% | +30.9% | +102.9% | +113.1% |
| 1Y | +250.2% | +41.8% | +208.4% | +210.5% |
| 3Y | +320.3% | +35.8% | +284.5% | +269.2% |
| 5Y | +53.1% | +51.0% | +2.1% | +22.9% |
| All | +164.6% | +70.8% | +93.9% | +96.1% |
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 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