+105.6%
AUR vs DOC
+43.2%
+62.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -8.5% | +6.2% | -14.7% | -13.0% |
| 30D | -29.9% | +6.5% | -36.4% | -33.9% |
| 3M | -39.8% | -6.2% | -33.5% | -37.0% |
| 6M | -38.3% | +25.6% | -63.9% | -51.3% |
| YTD | +4.9% | +32.1% | -27.1% | -21.9% |
| 1Y | -9.6% | +20.3% | -29.9% | -26.8% |
| All | +105.6% | +43.2% | +62.5% | +31.3% |
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