-37.3%
DOCS vs NTRS
+85.5%
-122.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -4.2% | +0.4% | -4.6% | -4.4% |
| 30D | +8.6% | +5.6% | +3.0% | +5.7% |
| 3M | +27.2% | -4.4% | +31.6% | +29.8% |
| 6M | +26.5% | +12.0% | +14.5% | +18.1% |
| YTD | -25.0% | +32.8% | -57.8% | -37.0% |
| 1Y | -37.0% | +40.0% | -77.0% | -48.7% |
| 3Y | +39.4% | +175.2% | -135.8% | -25.5% |
| 5Y | -56.7% | +66.4% | -123.0% | -70.0% |
| All | -37.3% | +85.5% | -122.9% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling