+42.5%
DOC vs URA
-31.1%
+73.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | -4.8% | +7.4% | -12.2% | -6.2% |
| 3M | +6.9% | -8.4% | +15.3% | +7.9% |
| 6M | +20.7% | -12.7% | +33.5% | +22.6% |
| YTD | +34.1% | +7.8% | +26.4% | +29.7% |
| 1Y | +22.6% | +19.5% | +3.2% | +14.7% |
| 3Y | +20.8% | +116.4% | -95.6% | -3.7% |
| 5Y | -24.9% | +134.3% | -159.1% | -43.7% |
| 10Y | -1.8% | +359.3% | -361.1% | -42.5% |
| All | +42.5% | -31.1% | +73.6% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling