+60.1%
DOCN vs UL
+23.5%
+36.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +1.1% | -1.3% | +2.5% | +1.2% |
| 30D | -9.6% | +0.5% | -10.1% | -9.7% |
| 3M | -37.7% | +17.6% | -55.3% | -39.2% |
| 6M | +115.2% | -5.4% | +120.6% | +119.9% |
| YTD | +133.7% | +0.7% | +133.0% | +134.2% |
| 1Y | +250.2% | -9.3% | +259.4% | +261.9% |
| 3Y | +320.3% | +24.5% | +295.8% | +269.5% |
| All | +60.1% | +23.5% | +36.5% | +30.3% |
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 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