+103.9%
UL vs DOC
+23.6%
+80.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | +4.5% | +8.1% | -3.6% | +2.6% |
| 3M | +5.5% | +0.9% | +4.6% | +5.2% |
| 6M | +17.0% | +6.3% | +10.7% | +15.3% |
| YTD | +3.2% | +33.8% | -30.6% | -4.1% |
| 1Y | -1.9% | +21.6% | -23.5% | -6.8% |
| 3Y | +33.6% | +53.4% | -19.8% | +18.5% |
| 5Y | +31.5% | -21.0% | +52.5% | +36.0% |
| 10Y | +103.9% | +22.5% | +81.4% | +82.8% |
| All | +103.9% | +23.6% | +80.3% | +82.8% |
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