-50.3%
DOCS vs AUR
-36.5%
-13.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -64.0% |
| 3Y | +8.2% | +98.1% | -90.0% | -22.1% |
| 5Y | -73.4% | -36.0% | -37.4% | -78.6% |
| All | -50.3% | -36.5% | -13.7% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling