+177.6%
TRV vs DOCS
-54.0%
+231.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.5% |
| 7D | +1.2% | -1.3% | +2.5% | +1.2% |
| 30D | +11.7% | +19.4% | -7.7% | +11.5% |
| 3M | +5.7% | +53.4% | -47.7% | +5.2% |
| 6M | +34.7% | +28.8% | +6.0% | +34.2% |
| YTD | +40.5% | -25.1% | +65.5% | +40.8% |
| 1Y | +47.9% | -48.1% | +96.0% | +48.7% |
| 3Y | +151.7% | +51.4% | +100.4% | +151.9% |
| 5Y | +177.6% | -51.1% | +228.7% | +172.0% |
| All | +177.6% | -54.0% | +231.6% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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