-38.0%
DOCS vs TRI
+22.1%
-60.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +3.2% |
| 7D | 0.0% | -11.4% | +11.4% | +6.4% |
| 30D | +7.8% | +4.9% | +2.8% | +3.7% |
| 3M | +20.0% | +7.0% | +12.9% | +13.8% |
| 6M | +26.5% | +18.2% | +8.3% | +11.7% |
| YTD | -25.8% | -14.8% | -11.0% | -21.5% |
| 1Y | -39.5% | -18.0% | -21.5% | -34.4% |
| 3Y | +60.3% | -12.0% | +72.3% | +48.0% |
| 5Y | -57.0% | -0.8% | -56.2% | -68.7% |
| All | -38.0% | +22.1% | -60.1% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling