-54.0%
AUR vs DOC
-18.6%
-35.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +12.7% | +1.0% | +11.7% | +12.0% |
| 30D | -18.7% | +8.1% | -26.9% | -23.7% |
| 3M | -33.8% | +0.9% | -34.7% | -34.7% |
| 6M | -36.6% | +6.3% | -42.9% | -40.7% |
| YTD | +19.8% | +33.8% | -14.0% | -7.3% |
| 1Y | +8.0% | +21.6% | -13.7% | -10.4% |
| 3Y | +153.4% | +53.4% | +100.1% | +81.3% |
| 5Y | -54.0% | -21.0% | -33.0% | -58.1% |
| All | -54.0% | -18.6% | -35.4% | -58.1% |
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