+30.9%
DOCU vs TRU
+0.7%
+30.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.9% | +9.6% | +6.5% |
| 7D | +6.9% | -6.8% | +13.6% | +10.2% |
| 30D | +19.0% | 0.0% | +19.0% | +18.7% |
| 3M | +34.3% | +13.3% | +21.0% | +26.5% |
| 6M | +48.0% | +3.4% | +44.6% | +44.7% |
| YTD | 0.0% | -6.4% | +6.4% | +1.9% |
| 1Y | -10.3% | -9.7% | -0.6% | -7.7% |
| All | +30.9% | +0.7% | +30.2% | +27.4% |
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 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