+94.8%
AUR vs DG
+4.6%
+90.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | +1.4% | -6.5% | +7.9% | +1.5% |
| 30D | -6.4% | +4.2% | -10.6% | -6.5% |
| 3M | +7.7% | +9.5% | -1.8% | +7.4% |
| 6M | +44.5% | -13.1% | +57.6% | +44.3% |
| YTD | +67.4% | -4.8% | +72.3% | +67.6% |
| 1Y | +15.4% | +20.6% | -5.2% | +16.3% |
| 3Y | +94.8% | +4.9% | +89.9% | +78.8% |
| All | +94.8% | +4.6% | +90.2% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling