+164.6%
DOCN vs NTRS
+122.1%
+42.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -9.6% | +1.7% | -11.3% | -10.5% |
| 3M | -37.7% | +8.9% | -46.5% | -41.5% |
| 6M | +115.2% | +30.6% | +84.6% | +77.0% |
| YTD | +133.7% | +38.7% | +95.0% | +84.1% |
| 1Y | +250.2% | +48.1% | +202.1% | +163.5% |
| 3Y | +320.3% | +165.5% | +154.8% | +109.3% |
| 5Y | +53.1% | +85.6% | -32.5% | -6.0% |
| All | +164.6% | +122.1% | +42.6% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling