+66.1%
DOCN vs NTRS
+89.4%
-23.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | -9.6% | +1.7% | -11.3% | -10.6% |
| 3M | -37.7% | +8.9% | -46.5% | -41.9% |
| 6M | +115.2% | +30.6% | +84.6% | +73.6% |
| YTD | +133.7% | +38.7% | +95.0% | +79.7% |
| 1Y | +250.2% | +48.1% | +202.1% | +155.8% |
| 3Y | +320.3% | +165.5% | +154.8% | +91.9% |
| All | +66.1% | +89.4% | -23.3% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling