+70.5%
DOCN vs UL
+28.4%
+42.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.4% |
| 7D | -19.2% | +1.1% | -20.3% | -19.1% |
| 30D | -43.1% | +8.2% | -51.3% | -43.1% |
| 3M | -40.7% | +4.5% | -45.2% | -40.7% |
| 6M | -55.0% | +12.6% | -67.5% | -55.4% |
| YTD | +50.6% | +3.5% | +47.1% | +51.2% |
| 1Y | +54.0% | -0.4% | +54.4% | +55.9% |
| 3Y | +203.9% | +36.0% | +167.9% | +164.6% |
| 5Y | -29.4% | +30.9% | -60.3% | -40.8% |
| All | +70.5% | +28.4% | +42.1% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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