-19.2%
DOCU vs NTRS
+48.1%
-67.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | +8.1% | -1.2% | +9.3% | +8.2% |
| 3M | +43.0% | +8.8% | +34.2% | +39.7% |
| 6M | +32.4% | +34.7% | -2.3% | +18.3% |
| YTD | -5.8% | +37.2% | -43.0% | -16.2% |
| 1Y | -19.2% | +46.3% | -65.6% | -31.6% |
| All | -19.2% | +48.1% | -67.3% | -31.6% |
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