-69.4%
DOCU vs NTR
+19.8%
-89.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +7.4% | +2.0% | +5.4% | +6.9% |
| 3M | +26.0% | +6.4% | +19.6% | +24.3% |
| 6M | +79.2% | +1.6% | +77.6% | +78.0% |
| YTD | +18.1% | +18.2% | -0.1% | +11.9% |
| 1Y | +20.5% | +23.9% | -3.4% | +12.8% |
| 3Y | +96.4% | +44.7% | +51.7% | +73.6% |
| All | -69.4% | +19.8% | -89.2% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling