+92.6%
NTR vs DOC
+25.8%
+66.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | +8.1% | -1.5% | +9.6% | +8.6% |
| 30D | +18.8% | -4.8% | +23.5% | +20.5% |
| 3M | +16.2% | +6.9% | +9.3% | +13.4% |
| 6M | +9.8% | +20.7% | -11.0% | +1.5% |
| YTD | +30.9% | +34.1% | -3.3% | +16.2% |
| 1Y | +41.8% | +22.6% | +19.1% | +29.6% |
| 3Y | +35.8% | +20.8% | +14.9% | +22.1% |
| 5Y | +51.0% | -24.9% | +75.9% | +60.8% |
| All | +92.6% | +25.8% | +66.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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