+56.9%
DOCU vs UMAC
+195.7%
-138.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | +1.6% | +10.1% | -8.6% | +1.6% |
| 30D | +10.8% | -39.1% | +50.0% | +10.8% |
| 3M | +38.0% | -56.2% | +94.2% | +37.8% |
| 6M | +77.4% | -16.2% | +93.6% | +77.1% |
| YTD | +17.2% | -7.1% | +24.3% | +16.8% |
| 1Y | +15.6% | +10.3% | +5.3% | +14.9% |
| All | +56.9% | +195.7% | -138.9% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling