+174.2%
TRV vs DOCN
+171.0%
+3.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.4% |
| 7D | -0.1% | +1.1% | -1.3% | -0.2% |
| 30D | -3.4% | -9.6% | +6.2% | -3.4% |
| 3M | +26.4% | -37.7% | +64.1% | +26.9% |
| 6M | +19.3% | +115.2% | -95.9% | +17.2% |
| YTD | +28.3% | +133.7% | -105.4% | +25.7% |
| 1Y | +34.3% | +250.2% | -215.9% | +30.2% |
| 3Y | +140.1% | +320.3% | -180.2% | +132.2% |
| 5Y | +155.7% | +53.1% | +102.6% | +145.6% |
| All | +174.2% | +171.0% | +3.2% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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