+2,770.5%
UL vs DOC
+2,934.4%
-163.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.1% | +2.5% |
| 7D | +4.7% | +8.7% | -4.1% | +2.7% |
| 30D | +11.6% | +7.6% | +3.9% | +9.7% |
| 3M | +5.3% | -5.3% | +10.6% | +6.6% |
| 6M | +16.0% | +27.6% | -11.6% | +9.4% |
| YTD | +5.0% | +32.4% | -27.4% | -2.0% |
| 1Y | +1.1% | +22.9% | -21.7% | -4.0% |
| 3Y | +38.1% | +43.1% | -4.9% | +25.1% |
| 5Y | +32.7% | -21.4% | +54.1% | +36.1% |
| 10Y | +100.3% | +16.8% | +83.5% | +80.0% |
| All | +2,770.5% | +2,934.4% | -163.9% | +1,172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling