+203.9%
DOCN vs AUR
+106.1%
+97.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -6.9% | +0.1% |
| 7D | -19.2% | +1.1% | -20.3% | -19.4% |
| 30D | -43.1% | -22.9% | -20.2% | -39.1% |
| 3M | -40.7% | -35.0% | -5.7% | -34.3% |
| 6M | -55.0% | -39.3% | -15.6% | -49.6% |
| YTD | +50.6% | +14.8% | +35.8% | +45.2% |
| 1Y | +54.0% | +4.3% | +49.7% | +51.2% |
| 3Y | +203.9% | +125.0% | +78.9% | +136.4% |
| All | +203.9% | +106.1% | +97.8% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling