+58.1%
DOCU vs UMAC
+182.0%
-123.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.8% |
| 7D | +4.1% | -5.2% | +9.3% | +4.1% |
| 30D | +7.4% | -36.4% | +43.7% | +7.3% |
| 3M | +26.0% | -58.6% | +84.6% | +25.9% |
| 6M | +79.2% | -24.6% | +103.8% | +78.9% |
| YTD | +18.1% | -11.5% | +29.5% | +17.6% |
| 1Y | +20.5% | +16.9% | +3.6% | +19.8% |
| All | +58.1% | +182.0% | -123.9% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling