-37.0%
DOCS vs AU
+27.2%
-64.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.4% | +2.6% |
| 7D | -4.2% | +4.7% | -8.8% | -4.6% |
| 30D | +8.6% | -1.5% | +10.2% | +8.5% |
| 3M | +27.2% | -5.0% | +32.2% | +26.7% |
| 6M | +26.5% | -13.5% | +40.0% | +24.4% |
| YTD | -25.0% | +11.7% | -36.7% | -29.6% |
| 1Y | -37.0% | +21.3% | -58.3% | -42.0% |
| All | -37.0% | +27.2% | -64.2% | -42.0% |
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