-71.7%
DOCU vs TRU
-26.8%
-44.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.3% |
| 7D | -5.5% | +5.7% | -11.3% | -9.1% |
| 30D | +12.6% | +29.2% | -16.6% | -5.6% |
| 3M | +36.4% | +2.7% | +33.7% | +32.1% |
| 6M | +66.8% | +15.2% | +51.6% | +49.1% |
| YTD | +13.5% | -4.9% | +18.3% | +14.0% |
| 1Y | +11.3% | +3.4% | +7.9% | +5.3% |
| 3Y | +92.1% | +63.2% | +28.9% | +15.6% |
| All | -71.7% | -26.8% | -44.9% | -62.2% |
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