-38.7%
DOCS vs TRU
-24.1%
-14.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.0% |
| 7D | -0.8% | +5.7% | -6.5% | -3.5% |
| 30D | +17.4% | +29.2% | -11.8% | +2.5% |
| 3M | +57.4% | +2.7% | +54.7% | +54.5% |
| 6M | +26.5% | +15.2% | +11.3% | +16.8% |
| YTD | -26.6% | -4.9% | -21.7% | -26.3% |
| 1Y | -48.1% | +3.4% | -51.5% | -50.2% |
| 3Y | +52.6% | +63.2% | -10.6% | +3.0% |
| 5Y | -52.1% | -26.6% | -25.5% | -44.8% |
| All | -38.7% | -24.1% | -14.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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