-54.2%
DOCS vs AUR
-56.9%
+2.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.4% | -11.4% | -3.8% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | +17.4% | -22.9% | +40.3% | +22.6% |
| 3M | +57.4% | -35.0% | +92.3% | +68.8% |
| 6M | +26.5% | -39.3% | +65.9% | +35.5% |
| YTD | -26.6% | +14.8% | -41.4% | -31.7% |
| 1Y | -48.1% | +4.3% | -52.3% | -50.9% |
| 3Y | +52.6% | +125.0% | -72.4% | +6.0% |
| All | -54.2% | -56.9% | +2.6% | -63.7% |
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