-35.0%
AUR vs DD
+35.5%
-70.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +2.0% |
| 7D | +11.1% | -3.8% | +14.9% | +14.6% |
| 30D | -6.9% | -9.2% | +2.4% | +1.1% |
| 3M | +5.5% | -9.0% | +14.5% | +14.0% |
| 6M | +41.0% | -5.0% | +46.0% | +46.7% |
| YTD | +69.3% | +7.4% | +61.9% | +58.7% |
| 1Y | +14.0% | +35.1% | -21.1% | -13.7% |
| 3Y | +90.1% | +43.2% | +46.8% | +36.0% |
| 5Y | -34.4% | +59.6% | -94.1% | -55.0% |
| All | -35.0% | +35.5% | -70.5% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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