+159.8%
AUR vs DOC
+49.4%
+110.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.7% | +4.1% |
| 7D | +9.9% | +5.9% | +4.1% | +5.2% |
| 30D | -20.2% | +10.3% | -30.5% | -26.6% |
| 3M | -34.1% | -2.2% | -31.9% | -33.3% |
| 6M | -34.3% | +8.2% | -42.5% | -39.8% |
| YTD | +21.1% | +35.4% | -14.3% | -11.1% |
| 1Y | +7.6% | +23.6% | -16.0% | -14.4% |
| 3Y | +159.8% | +57.3% | +102.5% | +51.7% |
| All | +159.8% | +49.4% | +110.4% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling