-54.5%
AUR vs DOCU
-60.0%
+5.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | +6.6% | -3.4% | +9.9% | +8.4% |
| 30D | -22.0% | +9.3% | -31.2% | -25.8% |
| 3M | -34.8% | +30.2% | -65.0% | -44.6% |
| 6M | -35.7% | +62.1% | -97.9% | -52.7% |
| YTD | +18.5% | +13.5% | +5.0% | +4.3% |
| 1Y | +4.4% | +11.5% | -7.1% | -7.2% |
| 3Y | +150.7% | +89.5% | +61.2% | +53.8% |
| 5Y | -53.6% | -69.6% | +16.1% | -41.0% |
| All | -54.5% | -60.0% | +5.5% | -43.0% |
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