+101.2%
DOCN vs UMAC
+214.8%
-113.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.6% | +8.2% | +2.1% |
| 7D | -12.1% | -13.9% | +1.8% | -11.1% |
| 30D | -41.0% | -39.6% | -1.5% | -38.7% |
| 3M | -38.7% | -53.6% | +14.9% | -35.4% |
| 6M | -51.5% | -6.2% | -45.3% | -51.5% |
| YTD | +65.3% | -1.2% | +66.4% | +63.1% |
| 1Y | +53.9% | +9.7% | +44.2% | +50.7% |
| All | +101.2% | +214.8% | -113.5% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling