+16.8%
DOC vs URA
+285.7%
-268.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | +8.7% | -10.5% | +19.3% | +10.7% |
| 30D | +7.6% | -18.6% | +26.3% | +11.1% |
| 3M | -5.3% | -23.0% | +17.8% | -1.5% |
| 6M | +27.6% | -40.3% | +67.9% | +38.0% |
| YTD | +32.4% | -23.5% | +55.9% | +35.6% |
| 1Y | +22.9% | -31.1% | +54.0% | +27.8% |
| 3Y | +43.1% | +38.3% | +4.8% | +24.9% |
| 5Y | -21.4% | +34.6% | -56.0% | -33.2% |
| 10Y | +16.8% | +285.4% | -268.6% | -28.8% |
| All | +16.8% | +285.7% | -268.9% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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