+51.5%
DOCN vs TRU
+3.5%
+48.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.7% | +8.5% |
| 7D | -12.8% | +4.9% | -17.7% | -11.8% |
| 30D | -41.9% | +26.9% | -68.8% | -39.6% |
| 3M | -36.9% | +4.0% | -40.9% | -36.2% |
| 6M | -52.2% | +15.8% | -68.1% | -52.0% |
| YTD | +62.7% | -2.6% | +65.3% | +63.9% |
| All | +51.5% | +3.5% | +48.0% | +52.1% |
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