-20.4%
DOCU vs NTR
+44.9%
-65.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -4.6% |
| 7D | +0.7% | +3.8% | -3.2% | +1.3% |
| 30D | +8.0% | +25.2% | -17.2% | +11.9% |
| 3M | +41.0% | +21.0% | +20.0% | +45.6% |
| 6M | +33.7% | +7.6% | +26.1% | +36.3% |
| YTD | -4.9% | +32.9% | -37.7% | +0.2% |
| 1Y | -20.4% | +43.1% | -63.4% | -16.1% |
| All | -20.4% | +44.9% | -65.2% | -16.1% |
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