-34.9%
DOCS vs TRU
-1.2%
-33.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +0.1% | -2.2% | +2.2% | +1.2% |
| 30D | +8.7% | +20.2% | -11.5% | -1.7% |
| 3M | +32.9% | +2.2% | +30.6% | +31.2% |
| 6M | +25.5% | +17.6% | +7.9% | +15.4% |
| YTD | -25.0% | -5.0% | -20.1% | -24.0% |
| 1Y | -34.9% | -1.0% | -33.9% | -36.4% |
| All | -34.9% | -1.2% | -33.6% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling