-54.8%
DOCS vs NTRA
+185.4%
-240.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.4% |
| 7D | +0.1% | -11.2% | +11.3% | +4.1% |
| 30D | +8.7% | -18.4% | +27.1% | +16.3% |
| 3M | +32.9% | +2.2% | +30.6% | +29.9% |
| 6M | +25.5% | +58.1% | -32.6% | +5.2% |
| YTD | -25.0% | +41.0% | -66.0% | -35.7% |
| 1Y | -34.9% | +54.1% | -89.0% | -46.1% |
| 3Y | +39.3% | +590.9% | -551.6% | -36.9% |
| 5Y | -54.8% | +180.7% | -235.5% | -66.6% |
| All | -54.8% | +185.4% | -240.2% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling