+13.4%
AUR vs DOCU
-9.0%
+22.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.8% |
| 7D | +8.7% | +6.9% | +1.9% | +6.7% |
| 30D | -5.2% | +19.0% | -24.2% | -10.5% |
| 3M | -7.3% | +34.3% | -41.6% | -16.6% |
| 6M | +41.2% | +48.0% | -6.8% | +20.4% |
| YTD | +65.1% | 0.0% | +65.1% | +74.8% |
| 1Y | +13.4% | -10.3% | +23.7% | +26.2% |
| All | +13.4% | -9.0% | +22.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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