-56.5%
AUR vs DOC
-19.7%
-36.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.2% | -4.5% |
| 7D | +7.9% | 0.0% | +7.9% | +8.1% |
| 30D | -18.5% | +6.6% | -25.1% | -22.7% |
| 3M | -36.7% | -1.1% | -35.6% | -36.6% |
| 6M | -39.8% | +4.8% | -44.6% | -43.0% |
| YTD | +13.3% | +32.1% | -18.8% | -11.5% |
| 1Y | +2.8% | +21.9% | -19.0% | -14.9% |
| 3Y | +139.7% | +51.4% | +88.2% | +73.1% |
| 5Y | -56.5% | -21.2% | -35.3% | -60.0% |
| All | -56.5% | -19.7% | -36.8% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling