+744.8%
AU vs DOC
+15.7%
+729.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.8% |
| 7D | +16.5% | +6.5% | +10.1% | +14.9% |
| 30D | +3.3% | +9.2% | -5.9% | +1.1% |
| 3M | +6.8% | -2.5% | +9.3% | +7.4% |
| 6M | -3.9% | +7.1% | -11.0% | -5.6% |
| YTD | +12.9% | +33.0% | -20.1% | +5.4% |
| 1Y | +43.5% | +23.3% | +20.2% | +36.2% |
| 3Y | +445.5% | +44.9% | +400.6% | +399.0% |
| 5Y | +469.0% | -21.6% | +490.6% | +466.1% |
| All | +744.8% | +15.7% | +729.1% | +722.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling