-73.2%
DOCS vs URA
+128.0%
-201.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | +21.8% | +7.4% | +14.4% | +18.3% |
| 3M | +27.3% | -8.4% | +35.7% | +30.1% |
| 6M | -0.3% | -12.7% | +12.4% | +2.3% |
| YTD | -40.5% | +7.8% | -48.3% | -46.0% |
| 1Y | -61.5% | +19.5% | -81.0% | -67.9% |
| 3Y | +8.2% | +116.4% | -108.3% | -40.5% |
| All | -73.2% | +128.0% | -201.2% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling