+116.4%
DOCN vs NTRS
+43.5%
+73.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.1% | -10.3% | -9.6% |
| 7D | -20.0% | +3.6% | -23.6% | -22.3% |
| 30D | -38.8% | +4.3% | -43.1% | -40.7% |
| 3M | -34.8% | -1.9% | -32.9% | -34.0% |
| 6M | -22.8% | +11.4% | -34.2% | -29.2% |
| YTD | +74.6% | +32.3% | +42.3% | +35.6% |
| 1Y | +116.4% | +42.5% | +73.9% | +55.5% |
| All | +116.4% | +43.5% | +73.0% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling