+52.6%
DOCS vs TRI
-5.2%
+57.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | +0.1% |
| 7D | -0.8% | -4.8% | +4.0% | +1.1% |
| 30D | +17.4% | +13.4% | +4.0% | +9.9% |
| 3M | +57.4% | +13.1% | +44.2% | +47.5% |
| 6M | +26.5% | +24.4% | +2.1% | +11.8% |
| YTD | -26.6% | -11.4% | -15.1% | -27.1% |
| 1Y | -48.1% | -15.6% | -32.5% | -47.5% |
| 3Y | +52.6% | -6.5% | +59.1% | +96.1% |
| All | +52.6% | -5.2% | +57.8% | +96.1% |
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