+74.3%
DOCN vs UMAC
+12.8%
+61.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.5% |
| 7D | +3.7% | -2.9% | +6.6% | +4.4% |
| 30D | -33.7% | -35.6% | +1.9% | -28.1% |
| 3M | -27.9% | -51.3% | +23.4% | -19.3% |
| 6M | -46.4% | -17.5% | -28.9% | -45.7% |
| YTD | +81.1% | -0.7% | +81.8% | +69.3% |
| 1Y | +74.3% | +16.5% | +57.8% | +54.9% |
| All | +74.3% | +12.8% | +61.5% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling