+682.0%
AU vs DOC
-24.5%
+706.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.6% |
| 7D | -3.6% | -1.5% | -2.2% | -3.0% |
| 30D | +23.9% | -4.8% | +28.6% | +26.5% |
| 3M | +19.1% | +6.9% | +12.2% | +15.6% |
| 6M | -0.2% | +20.7% | -20.9% | -8.0% |
| YTD | +32.5% | +34.1% | -1.7% | +16.7% |
| 1Y | +96.9% | +22.6% | +74.3% | +79.4% |
| 3Y | +614.7% | +20.8% | +593.9% | +535.2% |
| All | +682.0% | -24.5% | +706.6% | +645.6% |
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 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