+13.4%
AUR vs DGX
+33.7%
-20.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.2% |
| 7D | +8.7% | -2.3% | +11.1% | +8.5% |
| 30D | -5.2% | +0.6% | -5.8% | -5.1% |
| 3M | -7.3% | +21.4% | -28.7% | -5.6% |
| 6M | +41.2% | +14.7% | +26.5% | +43.9% |
| YTD | +65.1% | +38.4% | +26.7% | +61.3% |
| 1Y | +13.4% | +34.0% | -20.6% | +12.0% |
| All | +13.4% | +33.7% | -20.2% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling