+84.2%
DOCN vs TRU
-3.5%
+87.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.7% | +6.8% |
| 7D | -12.8% | +4.9% | -17.7% | -15.3% |
| 30D | -41.9% | +26.9% | -68.8% | -50.2% |
| 3M | -36.9% | +4.0% | -40.9% | -40.6% |
| 6M | -52.2% | +15.8% | -68.1% | -59.7% |
| YTD | +62.7% | -2.6% | +65.3% | +50.6% |
| 1Y | +58.2% | +3.9% | +54.4% | +39.1% |
| 3Y | +219.5% | +59.2% | +160.3% | +87.1% |
| 5Y | -32.9% | -25.7% | -7.2% | -19.6% |
| All | +84.2% | -3.5% | +87.7% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling