-74.0%
DOCS vs NTRS
+87.6%
-161.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -6.8% |
| 7D | -7.3% | +1.7% | -9.0% | -8.1% |
| 30D | -10.9% | +0.1% | -11.0% | -11.1% |
| 3M | +20.3% | +9.8% | +10.5% | +14.1% |
| 6M | -3.6% | +34.7% | -38.3% | -18.8% |
| YTD | -44.9% | +37.4% | -82.2% | -54.3% |
| 1Y | -64.9% | +48.2% | -113.0% | -72.2% |
| 3Y | +7.6% | +163.5% | -155.9% | -40.2% |
| 5Y | -74.0% | +88.2% | -162.2% | -82.7% |
| All | -74.0% | +87.6% | -161.6% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling