-50.3%
DOCS vs NTRS
+93.8%
-144.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | +21.8% | +1.7% | +20.1% | +20.5% |
| 3M | +27.3% | +8.9% | +18.4% | +21.2% |
| 6M | -0.3% | +30.6% | -30.9% | -14.8% |
| YTD | -40.5% | +38.7% | -79.2% | -51.1% |
| 1Y | -61.5% | +48.1% | -109.6% | -69.6% |
| 3Y | +8.2% | +165.5% | -157.3% | -40.8% |
| 5Y | -73.4% | +85.6% | -159.0% | -82.5% |
| All | -50.3% | +93.8% | -144.0% | -67.2% |
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