+10.6%
DOCS vs UMAC
+197.5%
-186.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -2.4% |
| 7D | -0.8% | -23.4% | +22.6% | 0.0% |
| 30D | +17.4% | -45.6% | +63.0% | +19.7% |
| 3M | +57.4% | -50.9% | +108.2% | +60.3% |
| 6M | +26.5% | -16.5% | +43.1% | +24.3% |
| YTD | -26.6% | -6.6% | -20.0% | -29.2% |
| 1Y | -48.1% | +10.7% | -58.7% | -50.5% |
| All | +10.6% | +197.5% | -186.9% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling