-47.3%
DOCS vs UL
+1.7%
-49.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.1% | +6.2% |
| 7D | +1.2% | +4.7% | -3.4% | +1.1% |
| 30D | +21.3% | +11.6% | +9.7% | +21.0% |
| 3M | +58.4% | +5.3% | +53.1% | +57.9% |
| 6M | +39.3% | +16.0% | +23.2% | +40.4% |
| YTD | -21.7% | +5.0% | -26.7% | -27.1% |
| 1Y | -47.3% | +1.1% | -48.4% | -51.2% |
| All | -47.3% | +1.7% | -49.0% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling