+105.0%
UAL vs DOCS
-36.0%
+141.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +2.9% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | -16.1% | +21.8% | -37.9% | -19.4% |
| 3M | +6.1% | +27.3% | -21.2% | +1.1% |
| 6M | +10.8% | -0.3% | +11.2% | +8.9% |
| YTD | -0.4% | -40.5% | +40.1% | +5.9% |
| 1Y | +5.0% | -61.5% | +66.6% | +19.8% |
| 3Y | +124.0% | +8.2% | +115.8% | +108.9% |
| 5Y | +141.0% | -73.4% | +214.4% | +144.1% |
| All | +105.0% | -36.0% | +141.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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