+89.5%
DOCU vs NTRS
+177.7%
-88.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -3.4% | +3.1% | -6.4% | -4.4% |
| 30D | +9.3% | +5.8% | +3.5% | +7.0% |
| 3M | +30.2% | -4.9% | +35.1% | +32.0% |
| 6M | +62.1% | +11.9% | +50.2% | +53.4% |
| YTD | +13.5% | +32.2% | -18.7% | -1.2% |
| 1Y | +11.5% | +39.6% | -28.1% | -5.5% |
| 3Y | +89.5% | +173.9% | -84.4% | +5.4% |
| All | +89.5% | +177.7% | -88.2% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling