+118.4%
DOCN vs UMAC
+182.0%
-63.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.5% | -3.8% |
| 7D | +19.1% | -5.2% | +24.3% | +19.6% |
| 30D | -21.0% | -36.4% | +15.4% | -18.1% |
| 3M | -34.7% | -58.6% | +23.8% | -30.6% |
| 6M | -45.8% | -24.6% | -21.1% | -45.0% |
| YTD | +79.4% | -11.5% | +90.8% | +78.6% |
| 1Y | +91.0% | +16.9% | +74.1% | +87.2% |
| All | +118.4% | +182.0% | -63.6% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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