+164.6%
DOCN vs NTRA
+221.9%
-57.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.7% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -9.6% | +19.5% | -29.1% | -16.7% |
| 3M | -37.7% | +47.8% | -85.5% | -47.6% |
| 6M | +115.2% | +61.6% | +53.6% | +69.6% |
| YTD | +133.7% | +43.3% | +90.5% | +92.9% |
| 1Y | +250.2% | +97.0% | +153.1% | +151.0% |
| 3Y | +320.3% | +424.9% | -104.6% | +89.2% |
| 5Y | +53.1% | +165.2% | -112.1% | -21.6% |
| All | +164.6% | +221.9% | -57.3% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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