+76.1%
NTR vs DOC
+24.2%
+51.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.8% | +3.0% |
| 7D | +4.3% | +8.7% | -4.4% | +1.6% |
| 30D | +2.6% | +7.6% | -5.1% | +0.1% |
| 3M | +8.5% | -5.3% | +13.8% | +10.2% |
| 6M | -3.3% | +27.6% | -30.9% | -12.2% |
| YTD | +19.6% | +32.4% | -12.8% | +6.5% |
| 1Y | +37.6% | +22.9% | +14.8% | +25.8% |
| 3Y | +41.3% | +43.1% | -1.7% | +18.8% |
| 5Y | +24.9% | -21.4% | +46.2% | +30.5% |
| All | +76.1% | +24.2% | +51.9% | +57.4% |
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