+72.2%
DOCU vs NTR
+124.2%
-52.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.1% |
| 7D | +6.9% | +8.1% | -1.2% | +4.9% |
| 30D | +19.0% | +18.8% | +0.2% | +14.1% |
| 3M | +34.3% | +16.2% | +18.1% | +29.2% |
| 6M | +48.0% | +9.8% | +38.3% | +43.2% |
| YTD | 0.0% | +30.9% | -30.9% | -8.2% |
| 1Y | -10.3% | +41.8% | -52.0% | -19.8% |
| 3Y | +32.4% | +35.8% | -3.4% | +17.9% |
| 5Y | -77.9% | +51.0% | -129.0% | -81.7% |
| All | +72.2% | +124.2% | -52.0% | +27.8% |
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