+37.9%
UL vs DOC
+43.5%
-5.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.1% | +2.6% |
| 7D | +4.7% | +8.7% | -4.1% | +2.8% |
| 30D | +11.6% | +7.6% | +3.9% | +9.8% |
| 3M | +5.3% | -5.3% | +10.6% | +6.3% |
| 6M | +16.0% | +27.6% | -11.6% | +11.0% |
| YTD | +5.0% | +32.4% | -27.4% | -0.3% |
| 1Y | +1.1% | +22.9% | -21.7% | -2.7% |
| All | +37.9% | +43.5% | -5.6% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling