+87.1%
DOCN vs UL
+29.3%
+57.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -12.1% | +2.6% | -14.7% | -12.1% |
| 30D | -41.0% | +6.8% | -47.8% | -41.0% |
| 3M | -38.7% | +5.7% | -44.4% | -38.7% |
| 6M | -51.5% | +15.9% | -67.4% | -52.1% |
| YTD | +65.3% | +4.3% | +61.0% | +65.9% |
| 1Y | +53.9% | -0.4% | +54.3% | +56.2% |
| 3Y | +215.6% | +35.0% | +180.6% | +176.8% |
| 5Y | -26.2% | +31.6% | -57.8% | -38.1% |
| All | +87.1% | +29.3% | +57.8% | +62.3% |
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