+70.5%
DOCN vs NTRA
+204.7%
-134.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -14.6% | +17.1% | +8.4% |
| 7D | -19.2% | -25.0% | +5.9% | -9.8% |
| 30D | -43.1% | -21.5% | -21.6% | -37.4% |
| 3M | -40.7% | +17.1% | -57.8% | -45.2% |
| 6M | -55.0% | +44.4% | -99.4% | -62.5% |
| YTD | +50.6% | +35.6% | +15.0% | +26.4% |
| 1Y | +54.0% | +56.5% | -2.6% | +21.1% |
| 3Y | +203.9% | +620.8% | -416.9% | +19.5% |
| 5Y | -29.4% | +167.9% | -197.3% | -63.6% |
| All | +70.5% | +204.7% | -134.2% | -16.8% |
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