+39.3%
DOCS vs URA
-40.7%
+80.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.4% |
| 7D | +1.2% | -10.5% | +11.8% | +2.2% |
| 30D | +21.3% | -18.6% | +39.9% | +23.1% |
| 3M | +58.4% | -23.0% | +81.4% | +60.1% |
| 6M | +39.3% | -40.3% | +79.6% | +40.5% |
| All | +39.3% | -40.7% | +80.0% | +40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling