-23.6%
DOC vs UUUU
+126.1%
-149.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | -1.5% | -1.4% | -0.1% | -1.4% |
| 30D | -4.8% | +16.3% | -21.1% | -5.6% |
| 3M | +6.9% | -16.7% | +23.6% | +7.6% |
| 6M | +20.7% | -33.7% | +54.4% | +22.7% |
| YTD | +34.1% | -0.5% | +34.6% | +32.4% |
| 1Y | +22.6% | +28.9% | -6.2% | +17.5% |
| 3Y | +20.8% | +99.9% | -79.0% | +8.8% |
| All | -23.6% | +126.1% | -149.7% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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