-59.7%
AUR vs DOCU
-59.3%
-0.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.2% |
| 7D | -8.5% | -3.2% | -5.3% | -6.9% |
| 30D | -29.9% | +15.7% | -45.6% | -35.3% |
| 3M | -39.8% | +37.3% | -77.0% | -50.2% |
| 6M | -38.3% | +63.1% | -101.4% | -54.9% |
| YTD | +4.9% | +15.4% | -10.4% | -8.4% |
| 1Y | -9.6% | +11.3% | -21.0% | -19.4% |
| 3Y | +100.5% | +92.1% | +8.4% | +22.4% |
| 5Y | -59.7% | -70.5% | +10.8% | -49.1% |
| All | -59.7% | -59.3% | -0.4% | -49.9% |
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