+78.9%
DOCN vs UMAC
+168.5%
-89.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -17.6% | +1.7% | -14.4% |
| 7D | -29.3% | -37.8% | +8.6% | -26.5% |
| 30D | -46.0% | -52.0% | +5.9% | -42.9% |
| 3M | -43.2% | -58.3% | +15.1% | -39.5% |
| 6M | -53.7% | -21.0% | -32.7% | -53.1% |
| YTD | +46.9% | -15.7% | +62.6% | +47.0% |
| 1Y | +54.3% | -9.8% | +64.2% | +53.3% |
| All | +78.9% | +168.5% | -89.6% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling