-38.0%
DOCS vs AU
+509.6%
-547.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.9% | -5.8% | +0.3% |
| 7D | 0.0% | +20.8% | -20.8% | -2.2% |
| 30D | +7.8% | +5.5% | +2.2% | +6.9% |
| 3M | +20.0% | +3.9% | +16.0% | +18.8% |
| 6M | +26.5% | -5.4% | +32.0% | +26.0% |
| YTD | -25.8% | +20.7% | -46.4% | -29.1% |
| 1Y | -39.5% | +49.8% | -89.3% | -43.9% |
| 3Y | +60.3% | +565.6% | -505.3% | +11.7% |
| 5Y | -57.0% | +500.4% | -557.4% | -71.7% |
| All | -38.0% | +509.6% | -547.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling