-38.7%
DOCS vs URA
+81.8%
-120.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -3.7% |
| 7D | -0.8% | -4.1% | +3.4% | +0.7% |
| 30D | +17.4% | -19.0% | +36.4% | +26.9% |
| 3M | +57.4% | -25.1% | +82.5% | +74.0% |
| 6M | +26.5% | -44.5% | +71.0% | +55.7% |
| YTD | -26.6% | -24.3% | -2.3% | -24.5% |
| 1Y | -48.1% | -28.1% | -19.9% | -45.7% |
| 3Y | +52.6% | +40.7% | +12.0% | -0.1% |
| 5Y | -52.1% | +35.5% | -87.5% | -70.1% |
| All | -38.7% | +81.8% | -120.4% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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