-34.9%
DOCS vs NTRS
+38.9%
-73.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +0.1% | +3.7% | -3.6% | -0.7% |
| 30D | +8.7% | +6.1% | +2.6% | +7.7% |
| 3M | +32.9% | -6.7% | +39.6% | +33.8% |
| 6M | +25.5% | +10.5% | +15.1% | +22.3% |
| YTD | -25.0% | +32.0% | -57.1% | -33.2% |
| 1Y | -34.9% | +37.0% | -71.9% | -43.8% |
| All | -34.9% | +38.9% | -73.8% | -43.8% |
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