+111.9%
DOCN vs NTRA
+216.8%
-104.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.0% |
| 7D | +27.4% | -11.2% | +38.6% | +32.8% |
| 30D | -29.7% | -18.4% | -11.4% | -23.9% |
| 3M | -32.5% | +2.2% | -34.7% | -33.4% |
| 6M | -42.2% | +58.1% | -100.3% | -53.1% |
| YTD | +87.2% | +41.0% | +46.2% | +54.8% |
| 1Y | +86.2% | +54.1% | +32.1% | +47.9% |
| 3Y | +257.4% | +590.9% | -333.5% | +43.8% |
| 5Y | -27.4% | +180.7% | -208.1% | -63.2% |
| All | +111.9% | +216.8% | -104.8% | +1.9% |
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