-50.3%
DOCS vs UL
+15.4%
-65.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | +21.8% | +0.5% | +21.3% | +21.7% |
| 3M | +27.3% | +17.6% | +9.7% | +24.2% |
| 6M | -0.3% | -5.4% | +5.0% | +0.2% |
| YTD | -40.5% | +0.7% | -41.2% | -41.1% |
| 1Y | -61.5% | -9.3% | -52.3% | -61.1% |
| 3Y | +8.2% | +24.5% | -16.4% | -1.7% |
| 5Y | -73.4% | +23.2% | -96.6% | -77.6% |
| All | -50.3% | +15.4% | -65.7% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling