+96.4%
DOCU vs TRU
+58.0%
+38.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +4.1% | 0.0% | +4.0% | +4.0% |
| 30D | +7.4% | +21.3% | -14.0% | -3.7% |
| 3M | +26.0% | +0.2% | +25.8% | +24.5% |
| 6M | +79.2% | +22.4% | +56.8% | +59.1% |
| YTD | +18.1% | -4.8% | +22.9% | +18.6% |
| 1Y | +20.5% | -0.2% | +20.7% | +18.0% |
| 3Y | +96.4% | +57.9% | +38.5% | +49.5% |
| All | +96.4% | +58.0% | +38.4% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling