+98.6%
DOCU vs TRU
+32.2%
+66.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.5% |
| 7D | -3.2% | +9.8% | -13.0% | -8.4% |
| 30D | +15.7% | +30.7% | -15.0% | -1.6% |
| 3M | +37.3% | +3.8% | +33.4% | +32.7% |
| 6M | +63.1% | +21.9% | +41.2% | +43.1% |
| YTD | +15.4% | -2.8% | +18.2% | +14.7% |
| 1Y | +11.3% | +4.8% | +6.5% | +5.6% |
| 3Y | +92.1% | +67.6% | +24.4% | +30.2% |
| 5Y | -70.5% | -25.0% | -45.5% | -68.8% |
| All | +98.6% | +32.2% | +66.5% | +28.4% |
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 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