+51.9%
DOCU vs UMAC
+197.5%
-145.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.5% | -1.6% |
| 7D | -5.5% | -23.4% | +17.8% | -5.6% |
| 30D | +12.6% | -45.6% | +58.3% | +12.5% |
| 3M | +36.4% | -50.9% | +87.3% | +36.3% |
| 6M | +66.8% | -16.5% | +83.3% | +66.6% |
| YTD | +13.5% | -6.6% | +20.1% | +13.1% |
| 1Y | +11.3% | +10.7% | +0.6% | +10.7% |
| All | +51.9% | +197.5% | -145.6% | +53.8% |
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