-51.1%
DOCS vs UL
+34.6%
-85.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.6% |
| 7D | -1.3% | +5.5% | -6.8% | -2.5% |
| 30D | +19.4% | +11.4% | +8.0% | +16.5% |
| 3M | +53.4% | +6.0% | +47.4% | +51.3% |
| 6M | +28.8% | +18.0% | +10.8% | +24.1% |
| YTD | -25.1% | +6.2% | -31.3% | -26.9% |
| 1Y | -48.1% | +1.5% | -49.7% | -48.9% |
| 3Y | +51.4% | +39.8% | +11.6% | +27.9% |
| 5Y | -51.1% | +34.3% | -85.4% | -58.6% |
| All | -51.1% | +34.6% | -85.7% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling