+55.8%
DOCS vs TRI
-0.5%
+56.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.0% | -4.6% |
| 7D | -1.3% | +1.5% | -2.9% | -2.4% |
| 30D | +19.4% | +20.4% | -1.0% | +8.7% |
| 3M | +53.4% | +20.6% | +32.8% | +39.6% |
| 6M | +28.8% | +25.5% | +3.3% | +13.1% |
| YTD | -25.1% | -7.1% | -18.0% | -27.2% |
| 1Y | -48.1% | -14.7% | -33.5% | -48.1% |
| All | +55.8% | -0.5% | +56.3% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling