+11.9%
AU vs DOC
+21.6%
-9.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -7.2% | -0.9% | -6.3% | -6.7% |
| 30D | -2.9% | +7.7% | -10.6% | -5.8% |
| 3M | -8.7% | -2.0% | -6.7% | -7.4% |
| 6M | -14.1% | +5.9% | -20.0% | -16.3% |
| YTD | +4.8% | +31.8% | -27.0% | -10.0% |
| 1Y | +11.9% | +22.5% | -10.6% | +1.6% |
| All | +11.9% | +21.6% | -9.7% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling