-10.3%
DOCU vs NTRS
+47.2%
-57.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +19.0% | +1.7% | +17.3% | +18.4% |
| 3M | +34.3% | +8.9% | +25.4% | +31.5% |
| 6M | +48.0% | +30.6% | +17.4% | +35.7% |
| YTD | 0.0% | +38.7% | -38.7% | -10.3% |
| 1Y | -10.3% | +48.1% | -58.4% | -23.1% |
| All | -10.3% | +47.2% | -57.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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