+6,477.2%
TRV vs DOC
+2,974.4%
+3,502.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | -0.1% | -1.5% | +1.3% | +0.4% |
| 30D | -3.4% | -4.8% | +1.3% | -1.8% |
| 3M | +26.4% | +6.9% | +19.5% | +23.4% |
| 6M | +19.3% | +20.7% | -1.4% | +10.6% |
| YTD | +28.3% | +34.1% | -5.8% | +14.3% |
| 1Y | +34.3% | +22.6% | +11.6% | +23.1% |
| 3Y | +140.1% | +20.8% | +119.3% | +116.0% |
| 5Y | +155.7% | -24.9% | +180.6% | +168.9% |
| 10Y | +285.5% | -1.8% | +287.4% | +254.0% |
| All | +6,477.2% | +2,974.4% | +3,502.8% | +2,517.6% |
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