+63.8%
DOCU vs NTR
+127.6%
-63.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.2% |
| 7D | +0.7% | +3.8% | -3.2% | -0.2% |
| 30D | +8.0% | +25.2% | -17.2% | +2.3% |
| 3M | +41.0% | +21.0% | +20.0% | +34.3% |
| 6M | +33.7% | +7.6% | +26.1% | +30.0% |
| YTD | -4.9% | +32.9% | -37.7% | -13.0% |
| 1Y | -20.4% | +43.1% | -63.4% | -28.9% |
| 3Y | +29.6% | +41.6% | -12.0% | +14.1% |
| 5Y | -76.9% | +54.8% | -131.7% | -81.0% |
| All | +63.8% | +127.6% | -63.8% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling