+441.0%
AU vs DOC
-20.0%
+461.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.1% |
| 7D | +15.3% | +4.3% | +10.9% | +13.5% |
| 30D | -0.3% | +9.2% | -9.5% | -3.9% |
| 3M | -2.9% | -0.8% | -2.1% | -2.5% |
| 6M | -10.7% | +7.1% | -17.8% | -13.4% |
| YTD | +14.0% | +34.0% | -20.0% | +0.2% |
| 1Y | +32.5% | +23.2% | +9.3% | +20.5% |
| 3Y | +557.9% | +53.6% | +504.3% | +430.2% |
| 5Y | +441.0% | -20.4% | +461.5% | +424.4% |
| All | +441.0% | -20.0% | +461.0% | +424.4% |
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