+70.5%
DOCN vs URA
+109.2%
-38.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | -0.1% |
| 7D | -19.2% | -4.1% | -15.0% | -16.8% |
| 30D | -43.1% | -19.0% | -24.0% | -34.7% |
| 3M | -40.7% | -25.1% | -15.6% | -28.9% |
| 6M | -55.0% | -44.5% | -10.5% | -36.6% |
| YTD | +50.6% | -24.3% | +74.9% | +71.6% |
| 1Y | +54.0% | -28.1% | +82.1% | +80.0% |
| 3Y | +203.9% | +40.7% | +163.2% | +116.2% |
| 5Y | -29.4% | +35.5% | -64.8% | -51.7% |
| All | +70.5% | +109.2% | -38.6% | -0.5% |
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