-51.1%
DOCS vs TRU
-25.6%
-25.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.8% |
| 7D | -1.3% | +9.8% | -11.2% | -6.0% |
| 30D | +19.4% | +30.7% | -11.3% | +3.6% |
| 3M | +53.4% | +3.8% | +49.6% | +49.7% |
| 6M | +28.8% | +21.9% | +6.9% | +15.4% |
| YTD | -25.1% | -2.8% | -22.2% | -25.6% |
| 1Y | -48.1% | +4.8% | -53.0% | -50.6% |
| 3Y | +51.4% | +67.6% | -16.3% | +0.2% |
| 5Y | -51.1% | -25.0% | -26.1% | -41.8% |
| All | -51.1% | -25.6% | -25.5% | -41.8% |
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