-36.6%
AUR vs DOCU
-64.7%
+28.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -1.7% |
| 7D | +8.7% | +6.9% | +1.9% | +4.8% |
| 30D | -5.2% | +19.0% | -24.2% | -14.7% |
| 3M | -7.3% | +34.3% | -41.6% | -23.2% |
| 6M | +41.2% | +48.0% | -6.8% | +8.6% |
| YTD | +65.1% | 0.0% | +65.1% | +56.9% |
| 1Y | +13.4% | -10.3% | +23.7% | +14.3% |
| 3Y | +98.1% | +32.4% | +65.7% | +50.4% |
| 5Y | -36.0% | -77.9% | +41.9% | -11.9% |
| All | -36.6% | -64.7% | +28.1% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling