+37.3%
DOCU vs UMAC
-59.7%
+97.0%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -17.6% | +15.6% | -2.2% |
| 7D | -3.2% | -37.8% | +34.6% | -4.3% |
| 30D | +15.7% | -52.0% | +67.7% | +13.5% |
| 3M | +37.3% | -58.3% | +95.5% | +34.6% |
| All | +37.3% | -59.7% | +97.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3mo: compounded portfolio wealth divided by compounded UMAC 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…
3mo analysis · Full analysis span regression · Available span rolling