-56.7%
DOCS vs TRI
-0.1%
-56.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -4.2% | -7.2% | +3.0% | -0.3% |
| 30D | +8.6% | +4.4% | +4.2% | +4.9% |
| 3M | +27.2% | +4.5% | +22.7% | +22.5% |
| 6M | +26.5% | +23.7% | +2.8% | +8.8% |
| YTD | -25.0% | -14.4% | -10.6% | -20.8% |
| 1Y | -37.0% | -17.4% | -19.6% | -31.9% |
| 3Y | +39.4% | -11.0% | +50.4% | +25.9% |
| 5Y | -56.7% | +0.7% | -57.4% | -69.8% |
| All | -56.7% | -0.1% | -56.5% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling