-32.9%
DOCN vs UL
+32.3%
-65.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.1% | +8.0% |
| 7D | -12.8% | +0.3% | -13.1% | -12.8% |
| 30D | -41.9% | +7.0% | -48.9% | -42.0% |
| 3M | -36.9% | +5.8% | -42.7% | -37.0% |
| 6M | -52.2% | +16.1% | -68.4% | -53.0% |
| YTD | +62.7% | +4.5% | +58.2% | +63.1% |
| 1Y | +58.2% | -1.3% | +59.5% | +61.1% |
| 3Y | +219.5% | +35.0% | +184.5% | +173.3% |
| 5Y | -32.9% | +31.9% | -64.8% | -45.8% |
| All | -32.9% | +32.3% | -65.2% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling