+441.9%
AU vs DOC
-22.1%
+463.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +4.1% | +6.2% | -2.1% | +1.6% |
| 30D | -5.3% | +6.5% | -11.8% | -7.9% |
| 3M | +0.6% | -6.2% | +6.8% | +3.2% |
| 6M | -0.8% | +25.6% | -26.4% | -10.3% |
| YTD | +7.6% | +32.1% | -24.5% | -5.0% |
| 1Y | +38.2% | +20.3% | +17.9% | +26.8% |
| 3Y | +417.9% | +42.7% | +375.2% | +330.5% |
| 5Y | +441.9% | -22.2% | +464.0% | +428.3% |
| All | +441.9% | -22.1% | +463.9% | +428.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling