+72.2%
DOCU vs TRU
+27.3%
+44.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.9% | +9.6% | +7.2% |
| 7D | +6.9% | -6.8% | +13.6% | +11.0% |
| 30D | +19.0% | 0.0% | +19.0% | +18.7% |
| 3M | +34.3% | +13.3% | +21.0% | +24.4% |
| 6M | +48.0% | +3.4% | +44.6% | +43.8% |
| YTD | 0.0% | -6.4% | +6.4% | +2.6% |
| 1Y | -10.3% | -9.7% | -0.6% | -6.8% |
| 3Y | +32.4% | +0.1% | +32.2% | +21.5% |
| 5Y | -77.9% | -34.0% | -43.9% | -75.1% |
| All | +72.2% | +27.3% | +44.9% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling