+11.8%
DOCS vs UMAC
+237.0%
-225.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +13.3% | -12.2% | +0.7% |
| 7D | 0.0% | -5.5% | +5.5% | +0.1% |
| 30D | +7.8% | -35.3% | +43.1% | +9.2% |
| 3M | +20.0% | -48.4% | +68.3% | +21.9% |
| 6M | +26.5% | +0.4% | +26.1% | +23.4% |
| YTD | -25.8% | +5.8% | -31.6% | -28.7% |
| 1Y | -39.5% | +27.3% | -66.7% | -42.7% |
| All | +11.8% | +237.0% | -225.2% | -10.4% |
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