-10.3%
DOCU vs NTR
+43.1%
-53.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.5% |
| 7D | +6.9% | +8.1% | -1.2% | +8.1% |
| 30D | +19.0% | +18.8% | +0.2% | +22.3% |
| 3M | +34.3% | +16.2% | +18.1% | +37.8% |
| 6M | +48.0% | +9.8% | +38.3% | +51.2% |
| YTD | 0.0% | +30.9% | -30.9% | +5.2% |
| 1Y | -10.3% | +41.8% | -52.0% | -5.1% |
| All | -10.3% | +43.1% | -53.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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