-54.0%
AUR vs DOCU
-58.7%
+4.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | -0.6% |
| 7D | +12.7% | -0.4% | +13.2% | +12.9% |
| 30D | -18.7% | +12.9% | -31.7% | -24.1% |
| 3M | -33.8% | +35.1% | -68.9% | -44.8% |
| 6M | -36.6% | +76.2% | -112.8% | -55.4% |
| YTD | +19.8% | +17.2% | +2.6% | +3.6% |
| 1Y | +8.0% | +16.4% | -8.4% | -6.2% |
| 3Y | +153.4% | +95.6% | +57.9% | +52.9% |
| 5Y | -54.0% | -68.5% | +14.5% | -42.6% |
| All | -54.0% | -58.7% | +4.7% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling