+116.4%
DOCN vs TRU
+2.1%
+114.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.6% | -11.7% | -6.2% |
| 7D | -20.0% | +10.5% | -30.6% | -18.3% |
| 30D | -38.8% | +28.7% | -67.5% | -36.3% |
| 3M | -34.8% | +0.7% | -35.5% | -34.3% |
| 6M | -22.8% | +19.3% | -42.1% | -23.7% |
| YTD | +74.6% | -3.7% | +78.4% | +76.3% |
| 1Y | +116.4% | +3.4% | +113.0% | +118.5% |
| All | +116.4% | +2.1% | +114.3% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling