-73.2%
DOCS vs TRU
-33.8%
-39.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.2% | +0.3% |
| 7D | -1.4% | -6.8% | +5.3% | +2.2% |
| 30D | +21.8% | 0.0% | +21.8% | +22.1% |
| 3M | +27.3% | +13.3% | +14.0% | +19.3% |
| 6M | -0.3% | +3.4% | -3.8% | -2.6% |
| YTD | -40.5% | -6.4% | -34.1% | -39.4% |
| 1Y | -61.5% | -9.7% | -51.9% | -60.5% |
| 3Y | +8.2% | +0.1% | +8.0% | 0.0% |
| All | -73.2% | -33.8% | -39.4% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling