+39.6%
DOCS vs NTRA
+562.3%
-522.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | +2.6% | +2.7% | -0.2% | +1.5% |
| 30D | +11.4% | -19.2% | +30.6% | +19.7% |
| 3M | +25.4% | +2.7% | +22.7% | +22.2% |
| 6M | +42.5% | +63.4% | -20.8% | +19.3% |
| YTD | -24.7% | +39.3% | -64.0% | -34.6% |
| 1Y | -32.9% | +59.0% | -92.0% | -44.4% |
| 3Y | +39.6% | +557.4% | -517.8% | -37.4% |
| All | +39.6% | +562.3% | -522.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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