-54.2%
DOCS vs UL
+31.0%
-85.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.5% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +17.4% | +8.2% | +9.2% | +15.3% |
| 3M | +57.4% | +4.5% | +52.8% | +55.7% |
| 6M | +26.5% | +12.6% | +14.0% | +23.2% |
| YTD | -26.6% | +3.5% | -30.1% | -28.0% |
| 1Y | -48.1% | -0.4% | -47.6% | -48.6% |
| 3Y | +52.6% | +36.0% | +16.6% | +29.8% |
| All | -54.2% | +31.0% | -85.2% | -61.1% |
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