-38.8%
DOCS vs AUR
-54.5%
+15.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | -0.6% | +6.6% | -7.1% | -1.9% |
| 30D | +6.3% | -22.0% | +28.3% | +10.7% |
| 3M | +26.5% | -34.8% | +61.3% | +35.4% |
| 6M | +24.8% | -35.7% | +60.5% | +32.1% |
| YTD | -26.8% | +18.5% | -45.3% | -32.3% |
| 1Y | -38.3% | +4.4% | -42.7% | -41.7% |
| 3Y | +36.0% | +150.7% | -114.6% | -7.6% |
| 5Y | -55.0% | -53.6% | -1.4% | -63.5% |
| All | -38.8% | -54.5% | +15.6% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling