-38.8%
DOCS vs TRI
+22.3%
-61.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.6% | -1.6% | +1.1% | +0.2% |
| 30D | +6.3% | +5.0% | +1.3% | +2.3% |
| 3M | +26.5% | +4.6% | +21.9% | +21.7% |
| 6M | +24.8% | +18.3% | +6.5% | +10.1% |
| YTD | -26.8% | -14.7% | -12.1% | -22.6% |
| 1Y | -38.3% | -16.7% | -21.6% | -33.8% |
| 3Y | +36.0% | -11.3% | +47.4% | +24.9% |
| 5Y | -55.0% | -0.6% | -54.4% | -67.3% |
| All | -38.8% | +22.3% | -61.1% | -59.5% |
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