+87.1%
DOCN vs TRU
-4.6%
+91.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.2% |
| 7D | -12.1% | +4.6% | -16.7% | -14.5% |
| 30D | -41.0% | +25.4% | -66.5% | -49.2% |
| 3M | -38.7% | +4.0% | -42.7% | -42.2% |
| 6M | -51.5% | +14.5% | -66.0% | -58.8% |
| YTD | +65.3% | -3.7% | +69.0% | +53.9% |
| 1Y | +53.9% | +2.8% | +51.1% | +36.0% |
| 3Y | +215.6% | +58.5% | +157.0% | +84.8% |
| 5Y | -26.2% | -25.0% | -1.1% | -11.4% |
| All | +87.1% | -4.6% | +91.7% | +113.9% |
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