-47.3%
DOCS vs AUR
-17.4%
-29.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.8% | +6.7% |
| 7D | +1.2% | -19.8% | +21.1% | +3.2% |
| 30D | +21.3% | -29.0% | +50.4% | +24.8% |
| 3M | +58.4% | -43.6% | +102.0% | +65.2% |
| 6M | +39.3% | -36.6% | +75.9% | +42.8% |
| YTD | -21.7% | +6.3% | -28.0% | -23.1% |
| 1Y | -47.3% | -9.0% | -38.3% | -47.0% |
| All | -47.3% | -17.4% | -29.9% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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