-9.3%
UL vs DOC
+23.9%
-33.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | -1.3% | -1.5% | +0.1% | -1.0% |
| 30D | +0.5% | -4.8% | +5.2% | +1.6% |
| 3M | +17.6% | +6.9% | +10.7% | +16.4% |
| 6M | -5.4% | +20.7% | -26.1% | -8.5% |
| YTD | +0.7% | +34.1% | -33.4% | -4.0% |
| 1Y | -9.3% | +22.6% | -31.9% | -12.4% |
| All | -9.3% | +23.9% | -33.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling