-33.3%
TRU vs DOC
-24.5%
-8.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -4.8% |
| 7D | -6.8% | -1.5% | -5.3% | -5.9% |
| 30D | 0.0% | -4.8% | +4.8% | +3.0% |
| 3M | +13.3% | +6.9% | +6.4% | +8.9% |
| 6M | +3.4% | +20.7% | -17.3% | -8.5% |
| YTD | -6.4% | +34.1% | -40.5% | -22.9% |
| 1Y | -9.7% | +22.6% | -32.3% | -21.4% |
| 3Y | +0.1% | +20.8% | -20.7% | -12.5% |
| All | -33.3% | -24.5% | -8.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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