-37.4%
DOCS vs AU
+42.6%
-80.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.9% | -5.8% | +0.5% |
| 7D | 0.0% | +20.8% | -20.8% | -1.6% |
| 30D | +7.8% | +5.5% | +2.2% | +7.0% |
| 3M | +20.0% | +3.9% | +16.0% | +18.6% |
| 6M | +26.5% | -5.4% | +32.0% | +23.7% |
| YTD | -25.8% | +20.7% | -46.4% | -30.7% |
| All | -37.4% | +42.6% | -80.0% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling