+103.9%
DOCN vs AUR
-53.5%
+157.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.4% | +2.6% | +6.5% |
| 7D | -12.8% | +9.9% | -22.7% | -15.1% |
| 30D | -41.9% | -20.2% | -21.7% | -37.9% |
| 3M | -36.9% | -34.1% | -2.8% | -29.2% |
| 6M | -52.2% | -34.3% | -17.9% | -46.7% |
| YTD | +62.7% | +21.1% | +41.6% | +51.3% |
| 1Y | +58.2% | +7.6% | +50.6% | +51.5% |
| 3Y | +219.5% | +159.8% | +59.7% | +88.7% |
| 5Y | -32.9% | -53.9% | +21.0% | -40.3% |
| All | +103.9% | -53.5% | +157.4% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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