+66.4%
DOCN vs URA
+100.4%
-34.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.3% | -10.6% | -12.7% |
| 7D | -29.3% | -13.3% | -16.0% | -22.5% |
| 30D | -46.0% | -25.9% | -20.1% | -34.8% |
| 3M | -43.2% | -27.8% | -15.4% | -30.4% |
| 6M | -53.7% | -42.8% | -10.9% | -35.7% |
| YTD | +46.9% | -27.5% | +74.4% | +71.8% |
| 1Y | +54.3% | -35.1% | +89.5% | +91.3% |
| 3Y | +185.5% | +31.1% | +154.5% | +112.4% |
| 5Y | -31.1% | +29.8% | -60.9% | -51.6% |
| All | +66.4% | +100.4% | -34.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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