+7,212.6%
TRV vs DOC
+2,934.4%
+4,278.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.4% |
| 7D | +3.9% | +8.7% | -4.9% | +0.9% |
| 30D | +13.5% | +7.6% | +5.8% | +10.5% |
| 3M | +8.9% | -5.3% | +14.1% | +10.7% |
| 6M | +36.8% | +27.6% | +9.2% | +24.4% |
| YTD | +42.7% | +32.4% | +10.3% | +27.5% |
| 1Y | +49.9% | +22.9% | +27.0% | +37.4% |
| 3Y | +155.7% | +43.1% | +112.6% | +117.1% |
| 5Y | +187.6% | -21.4% | +209.0% | +197.1% |
| 10Y | +384.0% | +16.8% | +367.1% | +318.5% |
| All | +7,212.6% | +2,934.4% | +4,278.2% | +2,819.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling