+13.4%
DOCS vs UMAC
+182.0%
-168.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.1% | +0.6% |
| 7D | +2.6% | -5.2% | +7.8% | +2.7% |
| 30D | +11.4% | -36.4% | +47.8% | +13.0% |
| 3M | +25.4% | -58.6% | +84.0% | +28.4% |
| 6M | +42.5% | -24.6% | +67.2% | +40.6% |
| YTD | -24.7% | -11.5% | -13.2% | -27.3% |
| 1Y | -32.9% | +16.9% | -49.8% | -36.4% |
| All | +13.4% | +182.0% | -168.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling