-56.5%
AUR vs DOC
-21.4%
-35.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +8.9% |
| 7D | +1.1% | +6.5% | -5.3% | -3.7% |
| 30D | -22.9% | +9.2% | -32.1% | -28.4% |
| 3M | -35.0% | -2.5% | -32.5% | -34.2% |
| 6M | -39.3% | +7.1% | -46.4% | -43.8% |
| YTD | +14.8% | +33.0% | -18.2% | -11.9% |
| 1Y | +4.3% | +23.3% | -19.0% | -15.4% |
| 3Y | +125.0% | +44.9% | +80.1% | +63.3% |
| All | -56.5% | -21.4% | -35.0% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling