+196.4%
DOCN vs TRU
+68.5%
+127.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.9% | -16.8% | -16.2% |
| 7D | -29.3% | +9.8% | -39.1% | -31.6% |
| 30D | -46.0% | +30.7% | -76.8% | -51.6% |
| 3M | -43.2% | +3.8% | -47.0% | -45.1% |
| 6M | -53.7% | +21.9% | -75.6% | -60.0% |
| YTD | +46.9% | -2.8% | +49.8% | +41.8% |
| 1Y | +54.3% | +4.8% | +49.5% | +41.6% |
| All | +196.4% | +68.5% | +127.9% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling