+11.6%
DOCU vs TRU
+3.5%
+8.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.1% |
| 7D | -4.8% | +4.9% | -9.7% | -7.3% |
| 30D | +9.4% | +26.9% | -17.5% | -4.9% |
| 3M | +29.0% | +4.0% | +25.0% | +25.4% |
| 6M | +62.3% | +15.8% | +46.5% | +47.8% |
| YTD | +13.7% | -2.6% | +16.3% | +10.2% |
| All | +11.6% | +3.5% | +8.1% | +6.4% |
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