+344.9%
UMAC vs DOC
+43.8%
+301.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.8% | +11.5% | +12.6% |
| 7D | -5.5% | +5.9% | -11.4% | -7.7% |
| 30D | -35.3% | +10.3% | -45.6% | -38.1% |
| 3M | -48.4% | -2.2% | -46.2% | -47.9% |
| 6M | +0.4% | +8.2% | -7.8% | -5.5% |
| YTD | +5.8% | +35.4% | -29.6% | -15.3% |
| 1Y | +27.3% | +23.6% | +3.7% | +8.7% |
| All | +344.9% | +43.8% | +301.1% | +217.6% |
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