-56.5%
AUR vs DOCU
-69.1%
+12.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +7.9% | +1.6% | +6.4% | +6.9% |
| 30D | -18.5% | +10.8% | -29.4% | -23.3% |
| 3M | -36.7% | +38.0% | -74.6% | -48.4% |
| 6M | -39.8% | +77.4% | -117.2% | -58.7% |
| YTD | +13.3% | +17.2% | -3.9% | -2.9% |
| 1Y | +2.8% | +15.6% | -12.7% | -11.1% |
| 3Y | +139.7% | +95.6% | +44.1% | +37.7% |
| 5Y | -56.5% | -69.7% | +13.2% | -34.6% |
| All | -56.5% | -69.1% | +12.6% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling