+647.6%
AU vs DOC
-2.1%
+649.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | -3.6% | -1.5% | -2.2% | -3.3% |
| 30D | +23.9% | -4.8% | +28.6% | +25.4% |
| 3M | +19.1% | +6.9% | +12.2% | +17.1% |
| 6M | -0.2% | +20.7% | -20.9% | -4.7% |
| YTD | +32.5% | +34.1% | -1.7% | +23.4% |
| 1Y | +96.9% | +22.6% | +74.3% | +86.9% |
| 3Y | +614.7% | +20.8% | +593.9% | +573.4% |
| 5Y | +647.7% | -24.9% | +672.6% | +649.6% |
| All | +647.6% | -2.1% | +649.7% | +807.7% |
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