+704.5%
AU vs DOC
+14.9%
+689.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +4.1% | +6.2% | -2.1% | +2.7% |
| 30D | -5.3% | +6.5% | -11.8% | -6.8% |
| 3M | +0.6% | -6.2% | +6.8% | +2.1% |
| 6M | -0.8% | +25.6% | -26.4% | -6.1% |
| YTD | +7.6% | +32.1% | -24.5% | +0.6% |
| 1Y | +38.2% | +20.3% | +17.9% | +31.9% |
| 3Y | +417.9% | +42.7% | +375.2% | +375.2% |
| 5Y | +441.9% | -22.2% | +464.0% | +440.0% |
| All | +704.5% | +14.9% | +689.6% | +684.2% |
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