+7.9%
UMAC vs DOC
+21.8%
-14.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.1% | -14.0% | -10.3% |
| 7D | -26.0% | +8.7% | -34.8% | -25.0% |
| 30D | -40.3% | +7.6% | -47.9% | -39.5% |
| 3M | -51.1% | -5.3% | -45.9% | -51.3% |
| 6M | -5.6% | +27.6% | -33.3% | -8.5% |
| YTD | +2.3% | +32.4% | -30.1% | +8.0% |
| 1Y | +7.9% | +22.9% | -15.0% | +8.9% |
| All | +7.9% | +21.8% | -14.0% | +8.9% |
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 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