-37.4%
DOCS vs NTRS
+39.4%
-76.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.6% |
| 7D | 0.0% | +4.1% | -4.1% | -0.6% |
| 30D | +7.8% | +5.6% | +2.2% | +6.9% |
| 3M | +20.0% | -3.8% | +23.7% | +20.1% |
| 6M | +26.5% | +11.8% | +14.7% | +23.1% |
| YTD | -25.8% | +32.0% | -57.8% | -33.3% |
| All | -37.4% | +39.4% | -76.9% | -46.6% |
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