+245.9%
NTAP vs DOCU
+111.8%
+134.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -16.1% | -3.7% | -12.4% | -15.5% |
| 30D | -15.9% | +15.0% | -30.9% | -18.2% |
| 3M | -1.2% | +39.9% | -41.1% | -7.8% |
| 6M | +70.1% | +66.2% | +3.9% | +53.3% |
| YTD | +77.9% | +17.7% | +60.3% | +69.6% |
| 1Y | +68.1% | +13.7% | +54.4% | +61.0% |
| 3Y | +161.0% | +95.9% | +65.1% | +121.8% |
| 5Y | +131.1% | -71.7% | +202.7% | +146.9% |
| All | +245.9% | +111.8% | +134.1% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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