+196.4%
DOCN vs UL
+39.4%
+157.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.2% | -17.0% | -15.2% |
| 7D | -29.3% | +5.5% | -34.8% | -26.9% |
| 30D | -46.0% | +11.4% | -57.4% | -42.5% |
| 3M | -43.2% | +6.0% | -49.2% | -40.4% |
| 6M | -53.7% | +18.0% | -71.7% | -49.0% |
| YTD | +46.9% | +6.2% | +40.7% | +59.6% |
| 1Y | +54.3% | +1.5% | +52.8% | +66.9% |
| All | +196.4% | +39.4% | +157.0% | +217.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling