+212.2%
DOCN vs NTRS
+119.7%
+92.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.8% |
| 7D | +26.5% | +0.9% | +25.6% | +25.7% |
| 30D | +2.3% | -1.2% | +3.5% | +3.2% |
| 3M | -21.2% | +8.8% | -30.0% | -26.1% |
| 6M | +130.6% | +34.7% | +95.9% | +85.6% |
| YTD | +175.7% | +37.2% | +138.5% | +118.6% |
| 1Y | +286.6% | +46.3% | +240.2% | +193.1% |
| 3Y | +394.1% | +163.2% | +230.9% | +147.4% |
| 5Y | +92.1% | +86.9% | +5.1% | +19.4% |
| All | +212.2% | +119.7% | +92.4% | +122.5% |
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 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