+13.7%
DOCU vs NTRS
+43.5%
-29.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | 0.0% |
| 7D | -3.7% | +3.6% | -7.3% | -3.9% |
| 30D | +15.0% | +4.3% | +10.6% | +14.6% |
| 3M | +39.9% | -1.9% | +41.8% | +39.6% |
| 6M | +66.2% | +11.4% | +54.7% | +61.1% |
| YTD | +17.7% | +32.3% | -14.6% | +6.8% |
| 1Y | +13.7% | +42.5% | -28.9% | -4.1% |
| All | +13.7% | +43.5% | -29.8% | -4.1% |
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