-54.2%
DOCS vs NTR
+23.5%
-77.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -0.8% | +3.0% | -3.7% | -1.0% |
| 30D | +17.4% | +2.2% | +15.2% | +17.2% |
| 3M | +57.4% | +7.9% | +49.5% | +55.8% |
| 6M | +26.5% | -1.5% | +28.1% | +26.5% |
| YTD | -26.6% | +18.6% | -45.2% | -28.9% |
| 1Y | -48.1% | +31.7% | -79.7% | -50.6% |
| 3Y | +52.6% | +46.4% | +6.2% | +40.8% |
| All | -54.2% | +23.5% | -77.7% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling