+60.1%
DOCN vs TRU
-33.8%
+93.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.9% | +8.7% | +6.4% |
| 7D | +1.1% | -6.8% | +7.9% | +5.2% |
| 30D | -9.6% | 0.0% | -9.7% | -10.6% |
| 3M | -37.7% | +13.3% | -51.0% | -45.3% |
| 6M | +115.2% | +3.4% | +111.8% | +98.4% |
| YTD | +133.7% | -6.4% | +140.1% | +126.9% |
| 1Y | +250.2% | -9.7% | +259.8% | +241.5% |
| 3Y | +320.3% | +0.1% | +320.1% | +259.3% |
| All | +60.1% | -33.8% | +93.8% | +148.1% |
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 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