+788.4%
AU vs DOC
+661.7%
+126.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.8% |
| 7D | -3.6% | -1.5% | -2.2% | -3.3% |
| 30D | +23.9% | -4.8% | +28.6% | +25.6% |
| 3M | +19.1% | +6.9% | +12.2% | +16.8% |
| 6M | -0.2% | +20.7% | -20.9% | -5.2% |
| YTD | +32.5% | +34.1% | -1.7% | +22.1% |
| 1Y | +96.9% | +22.6% | +74.3% | +85.7% |
| 3Y | +614.7% | +20.8% | +593.9% | +571.3% |
| 5Y | +647.7% | -24.9% | +672.6% | +684.0% |
| 10Y | +679.2% | -1.8% | +681.0% | +620.8% |
| All | +788.4% | +661.7% | +126.7% | +519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling