-76.5%
DOCU vs TRU
-33.8%
-42.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.9% | +9.6% | +7.6% |
| 7D | +6.9% | -6.8% | +13.6% | +11.5% |
| 30D | +19.0% | 0.0% | +19.0% | +18.6% |
| 3M | +34.3% | +13.3% | +21.0% | +23.0% |
| 6M | +48.0% | +3.4% | +44.6% | +43.0% |
| YTD | 0.0% | -6.4% | +6.4% | +2.7% |
| 1Y | -10.3% | -9.7% | -0.6% | -6.5% |
| 3Y | +32.4% | +0.1% | +32.2% | +20.6% |
| All | -76.5% | -33.8% | -42.8% | -69.4% |
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 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