-47.3%
DOCS vs NTRS
+43.5%
-90.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.9% |
| 7D | +1.2% | +3.6% | -2.3% | +0.8% |
| 30D | +21.3% | +4.3% | +17.0% | +20.6% |
| 3M | +58.4% | -1.9% | +60.3% | +57.9% |
| 6M | +39.3% | +11.4% | +27.9% | +36.1% |
| YTD | -21.7% | +32.3% | -54.0% | -28.1% |
| 1Y | -47.3% | +42.5% | -89.9% | -53.9% |
| All | -47.3% | +43.5% | -90.8% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling