+101.7%
DOCU vs NTRS
+111.8%
-10.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.6% | +3.7% | -2.1% | +0.1% |
| 30D | +10.8% | +6.1% | +4.8% | +8.1% |
| 3M | +38.0% | -6.7% | +44.7% | +41.2% |
| 6M | +77.4% | +10.5% | +66.9% | +68.9% |
| YTD | +17.2% | +32.0% | -14.9% | +2.8% |
| 1Y | +15.6% | +37.0% | -21.5% | -0.2% |
| 3Y | +95.6% | +173.6% | -78.0% | +24.5% |
| 5Y | -69.7% | +64.4% | -134.2% | -77.1% |
| All | +101.7% | +111.8% | -10.1% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling