+88.7%
DOCN vs AUR
-55.9%
+144.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -6.9% | -0.2% |
| 7D | -19.2% | +1.1% | -20.3% | -19.4% |
| 30D | -43.1% | -22.9% | -20.2% | -38.5% |
| 3M | -40.7% | -35.0% | -5.7% | -33.2% |
| 6M | -55.0% | -39.3% | -15.6% | -48.6% |
| YTD | +50.6% | +14.8% | +35.8% | +42.1% |
| 1Y | +54.0% | +4.3% | +49.7% | +48.7% |
| 3Y | +203.9% | +125.0% | +78.9% | +87.3% |
| 5Y | -29.4% | -55.9% | +26.5% | -35.9% |
| All | +88.7% | -55.9% | +144.6% | +78.0% |
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 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