+65.6%
DOCU vs NTRS
+123.2%
-57.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.5% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +10.9% | +0.2% | +10.7% | +10.7% |
| 3M | +45.8% | +13.2% | +32.6% | +38.1% |
| 6M | +35.3% | +36.9% | -1.7% | +17.5% |
| YTD | -3.8% | +39.1% | -42.9% | -17.1% |
| 1Y | -16.5% | +50.4% | -67.0% | -30.5% |
| 3Y | +31.0% | +166.8% | -135.7% | -15.6% |
| 5Y | -76.3% | +92.9% | -169.1% | -82.7% |
| All | +65.6% | +123.2% | -57.6% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling