+36.0%
DOCS vs NTR
+46.8%
-10.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.6% | +4.1% | -4.7% | -0.5% |
| 30D | +6.3% | +7.0% | -0.7% | +6.4% |
| 3M | +26.5% | +9.7% | +16.8% | +26.4% |
| 6M | +24.8% | +7.4% | +17.4% | +24.8% |
| YTD | -26.8% | +19.8% | -46.5% | -28.1% |
| 1Y | -38.3% | +25.4% | -63.7% | -39.9% |
| 3Y | +36.0% | +48.6% | -12.6% | +25.1% |
| All | +36.0% | +46.8% | -10.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling