+54.5%
DOCU vs UMAC
+168.5%
-114.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -17.6% | +15.6% | -2.0% |
| 7D | -3.2% | -37.8% | +34.6% | -3.3% |
| 30D | +15.7% | -52.0% | +67.7% | +15.6% |
| 3M | +37.3% | -58.3% | +95.5% | +37.1% |
| 6M | +63.1% | -21.0% | +84.1% | +62.8% |
| YTD | +15.4% | -15.7% | +31.1% | +15.0% |
| 1Y | +11.3% | -9.8% | +21.1% | +10.7% |
| All | +54.5% | +168.5% | -114.0% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling