-10.4%
DOCS vs UMAC
+494.0%
-504.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | +21.8% | -7.7% | +29.5% | +21.8% |
| 3M | +27.3% | -26.4% | +53.7% | +27.8% |
| 6M | -0.3% | +61.9% | -62.2% | -4.6% |
| YTD | -40.5% | +86.5% | -127.0% | -43.8% |
| 1Y | -61.5% | +156.3% | -217.9% | -64.5% |
| All | -10.4% | +494.0% | -504.4% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling