+62.8%
DOCS vs URA
+37.5%
+25.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.5% |
| 7D | +1.2% | -10.5% | +11.8% | +3.3% |
| 30D | +21.3% | -18.6% | +39.9% | +25.8% |
| 3M | +58.4% | -23.0% | +81.4% | +65.4% |
| 6M | +39.3% | -40.3% | +79.6% | +52.0% |
| YTD | -21.7% | -23.5% | +1.8% | -21.1% |
| 1Y | -47.3% | -31.1% | -16.2% | -45.5% |
| All | +62.8% | +37.5% | +25.3% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling