-35.6%
DOCN vs TRU
-26.8%
-8.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.6% |
| 7D | -19.2% | +5.7% | -24.9% | -21.9% |
| 30D | -43.1% | +29.2% | -72.3% | -52.0% |
| 3M | -40.7% | +2.7% | -43.4% | -43.9% |
| 6M | -55.0% | +15.2% | -70.2% | -62.3% |
| YTD | +50.6% | -4.9% | +55.5% | +40.7% |
| 1Y | +54.0% | +3.4% | +50.5% | +34.5% |
| 3Y | +203.9% | +63.2% | +140.7% | +66.8% |
| All | -35.6% | -26.8% | -8.8% | +2.7% |
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