+97.7%
DOCN vs URA
+111.5%
-13.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -6.5% |
| 7D | -20.0% | -10.5% | -9.5% | -14.4% |
| 30D | -38.8% | -18.6% | -20.1% | -30.4% |
| 3M | -34.8% | -23.0% | -11.8% | -23.4% |
| 6M | -22.8% | -40.3% | +17.5% | +3.8% |
| YTD | +74.6% | -23.5% | +98.1% | +96.8% |
| 1Y | +116.4% | -31.1% | +147.5% | +157.9% |
| 3Y | +239.3% | +38.3% | +201.0% | +143.4% |
| 5Y | -20.2% | +34.6% | -54.8% | -45.7% |
| All | +97.7% | +111.5% | -13.8% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling