+192.8%
DOCN vs AUR
-36.6%
+229.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.1% | +8.7% | -7.6% | -1.4% |
| 30D | -9.6% | -5.2% | -4.4% | -8.7% |
| 3M | -37.7% | -7.3% | -30.4% | -36.6% |
| 6M | +115.2% | +41.2% | +74.0% | +91.6% |
| YTD | +133.7% | +65.1% | +68.6% | +98.7% |
| 1Y | +250.2% | +13.4% | +236.7% | +227.7% |
| 3Y | +320.3% | +98.1% | +222.2% | +168.7% |
| 5Y | +53.1% | -36.0% | +89.1% | +26.7% |
| All | +192.8% | -36.6% | +229.4% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling