+39.6%
DOCS vs AU
+507.6%
-468.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +2.6% | -7.2% | +9.8% | +3.1% |
| 30D | +11.4% | -2.9% | +14.3% | +11.5% |
| 3M | +25.4% | -8.7% | +34.0% | +25.7% |
| 6M | +42.5% | -14.1% | +56.7% | +42.9% |
| YTD | -24.7% | +4.8% | -29.5% | -26.3% |
| 1Y | -32.9% | +11.9% | -44.8% | -34.8% |
| 3Y | +39.6% | +513.8% | -474.2% | -0.8% |
| All | +39.6% | +507.6% | -468.0% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling