-27.5%
DOCN vs TRU
-26.5%
-1.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +19.1% | 0.0% | +19.1% | +19.1% |
| 30D | -21.0% | +21.3% | -42.3% | -30.9% |
| 3M | -34.7% | +0.2% | -35.0% | -37.2% |
| 6M | -45.8% | +22.4% | -68.2% | -56.3% |
| YTD | +79.4% | -4.8% | +84.2% | +67.6% |
| 1Y | +91.0% | -0.2% | +91.2% | +71.6% |
| 3Y | +237.5% | +57.9% | +179.5% | +91.2% |
| All | -27.5% | -26.5% | -1.0% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling