-73.2%
DOCS vs AUR
-36.2%
-37.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -1.4% | +8.7% | -10.2% | -3.0% |
| 30D | +21.8% | -5.2% | +27.1% | +22.7% |
| 3M | +27.3% | -7.3% | +34.6% | +27.9% |
| 6M | -0.3% | +41.2% | -41.5% | -9.1% |
| YTD | -40.5% | +65.1% | -105.6% | -47.9% |
| 1Y | -61.5% | +13.4% | -75.0% | -63.9% |
| 3Y | +8.2% | +98.1% | -90.0% | -22.0% |
| All | -73.2% | -36.2% | -37.0% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling