-56.7%
DOCS vs AU
+389.3%
-446.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.4% | +2.7% |
| 7D | -4.2% | +4.7% | -8.8% | -4.7% |
| 30D | +8.6% | -1.5% | +10.2% | +8.6% |
| 3M | +27.2% | -5.0% | +32.2% | +27.3% |
| 6M | +26.5% | -13.5% | +40.0% | +27.1% |
| YTD | -25.0% | +11.7% | -36.7% | -27.5% |
| 1Y | -37.0% | +21.3% | -58.3% | -39.8% |
| 3Y | +39.4% | +545.0% | -505.6% | 0.0% |
| 5Y | -56.7% | +412.0% | -468.6% | -71.1% |
| All | -56.7% | +389.3% | -446.0% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling