+83.4%
DOCN vs UMAC
+197.5%
-114.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.3% | +1.7% |
| 7D | -19.2% | -23.4% | +4.2% | -17.4% |
| 30D | -43.1% | -45.6% | +2.6% | -40.3% |
| 3M | -40.7% | -50.9% | +10.2% | -37.6% |
| 6M | -55.0% | -16.5% | -38.4% | -54.6% |
| YTD | +50.6% | -6.6% | +57.2% | +49.4% |
| 1Y | +54.0% | +10.7% | +43.3% | +51.0% |
| All | +83.4% | +197.5% | -114.1% | +73.4% |
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