+72.2%
DOCU vs NTRS
+122.5%
-50.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | +0.4% | +6.5% | +6.7% |
| 30D | +19.0% | +1.7% | +17.3% | +18.0% |
| 3M | +34.3% | +8.9% | +25.4% | +29.2% |
| 6M | +48.0% | +30.6% | +17.4% | +31.1% |
| YTD | 0.0% | +38.7% | -38.7% | -13.7% |
| 1Y | -10.3% | +48.1% | -58.4% | -24.8% |
| 3Y | +32.4% | +165.5% | -133.1% | -14.6% |
| 5Y | -77.9% | +85.6% | -163.5% | -83.8% |
| All | +72.2% | +122.5% | -50.3% | +16.8% |
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