+111.9%
DOCN vs NTRS
+111.4%
+0.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.8% |
| 7D | +27.4% | +3.7% | +23.7% | +24.3% |
| 30D | -29.7% | +6.1% | -35.8% | -32.1% |
| 3M | -32.5% | -6.7% | -25.8% | -28.7% |
| 6M | -42.2% | +10.5% | -52.6% | -46.0% |
| YTD | +87.2% | +32.0% | +55.1% | +53.4% |
| 1Y | +86.2% | +37.0% | +49.2% | +48.7% |
| 3Y | +257.4% | +173.6% | +83.8% | +76.0% |
| 5Y | -27.4% | +64.4% | -91.8% | -53.4% |
| All | +111.9% | +111.4% | +0.5% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling