-55.0%
DOCN vs AUR
-33.6%
-21.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -6.9% | -2.1% |
| 7D | -19.2% | +1.1% | -20.3% | -19.6% |
| 30D | -43.1% | -22.9% | -20.2% | -35.7% |
| 3M | -40.7% | -35.0% | -5.7% | -28.1% |
| 6M | -55.0% | -39.3% | -15.6% | -45.4% |
| All | -55.0% | -33.6% | -21.4% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling