+65.2%
UL vs DOC
-2.1%
+67.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +15.8% |
| 6M | -5.4% | +20.7% | -26.1% | -9.8% |
| YTD | +0.7% | +34.1% | -33.4% | -6.4% |
| 1Y | -9.3% | +22.6% | -31.9% | -14.0% |
| 3Y | +24.5% | +20.8% | +3.7% | +17.0% |
| 5Y | +23.2% | -24.9% | +48.1% | +29.1% |
| All | +65.2% | -2.1% | +67.3% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling