+28.8%
DOCS vs URA
-44.2%
+73.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -3.7% |
| 7D | -1.3% | -13.3% | +11.9% | 0.0% |
| 30D | +19.4% | -25.9% | +45.3% | +22.2% |
| 3M | +53.4% | -27.8% | +81.2% | +56.1% |
| 6M | +28.8% | -42.8% | +71.6% | +30.9% |
| All | +28.8% | -44.2% | +73.0% | +30.9% |
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