+105.1%
DOCN vs TRI
+36.5%
+68.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.2% | +9.5% |
| 7D | +3.7% | -7.2% | +10.9% | +5.1% |
| 30D | -33.7% | +4.4% | -38.1% | -35.3% |
| 3M | -27.9% | +4.5% | -32.4% | -30.5% |
| 6M | -46.4% | +23.7% | -70.1% | -53.6% |
| YTD | +81.1% | -14.4% | +95.5% | +95.4% |
| 1Y | +74.3% | -17.4% | +91.7% | +92.9% |
| 3Y | +245.8% | -11.0% | +256.8% | +191.9% |
| 5Y | -23.7% | +0.7% | -24.4% | -49.8% |
| All | +105.1% | +36.5% | +68.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling