+95.3%
DOCU vs NTR
+103.2%
-7.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | -5.5% | +3.0% | -8.5% | -6.2% |
| 30D | +12.6% | +2.2% | +10.5% | +12.0% |
| 3M | +36.4% | +7.9% | +28.5% | +33.5% |
| 6M | +66.8% | -1.5% | +68.3% | +66.1% |
| YTD | +13.5% | +18.6% | -5.2% | +6.3% |
| 1Y | +11.3% | +31.7% | -20.4% | +1.2% |
| 3Y | +92.1% | +46.4% | +45.6% | +65.9% |
| 5Y | -71.0% | +24.2% | -95.2% | -74.6% |
| All | +95.3% | +103.2% | -7.8% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling