+4.3%
AUR vs DOC
+20.9%
-16.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +9.2% |
| 7D | +1.1% | +6.5% | -5.3% | -1.0% |
| 30D | -22.9% | +9.2% | -32.1% | -25.5% |
| 3M | -35.0% | -2.5% | -32.5% | -34.1% |
| 6M | -39.3% | +7.1% | -46.4% | -41.8% |
| YTD | +14.8% | +33.0% | -18.2% | +2.4% |
| 1Y | +4.3% | +23.3% | -19.0% | -13.2% |
| All | +4.3% | +20.9% | -16.7% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling