-35.0%
AUR vs DG
-38.6%
+3.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | +11.1% | -4.8% | +15.9% | +11.6% |
| 30D | -6.9% | +1.8% | -8.6% | -7.1% |
| 3M | +5.5% | +14.5% | -8.9% | +3.9% |
| 6M | +41.0% | -13.6% | +54.5% | +42.4% |
| YTD | +69.3% | -4.8% | +74.1% | +69.7% |
| 1Y | +14.0% | +21.6% | -7.5% | +12.0% |
| 3Y | +90.1% | +4.5% | +85.6% | +87.3% |
| 5Y | -34.4% | -38.5% | +4.1% | -24.8% |
| All | -35.0% | -38.6% | +3.6% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling