-50.3%
DOCS vs UUUU
+130.8%
-181.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | -1.4% | -1.4% | -0.1% | -1.2% |
| 30D | +21.8% | +16.3% | +5.5% | +17.8% |
| 3M | +27.3% | -16.7% | +44.0% | +30.3% |
| 6M | -0.3% | -33.7% | +33.3% | +5.3% |
| YTD | -40.5% | -0.5% | -40.0% | -44.9% |
| 1Y | -61.5% | +28.9% | -90.4% | -68.7% |
| 3Y | +8.2% | +99.9% | -91.7% | -31.6% |
| 5Y | -73.4% | +135.3% | -208.7% | -84.7% |
| All | -50.3% | +130.8% | -181.1% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 all: compounded portfolio wealth divided by compounded UUUU 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…
all analysis · Full analysis span regression · 6 months rolling