-27.5%
DOCN vs AUR
-57.9%
+30.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -0.9% | -3.2% |
| 7D | +19.1% | -4.5% | +23.6% | +20.7% |
| 30D | -21.0% | -16.6% | -4.4% | -16.7% |
| 3M | -34.7% | -38.5% | +3.7% | -25.3% |
| 6M | -45.8% | -49.9% | +4.1% | -34.5% |
| YTD | +79.4% | +9.6% | +69.7% | +71.5% |
| 1Y | +91.0% | +1.2% | +89.8% | +86.0% |
| 3Y | +237.5% | +128.8% | +108.6% | +106.5% |
| All | -27.5% | -57.9% | +30.4% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling