+254.5%
UMAC vs DOC
+40.3%
+214.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -0.2% | -17.3% | -17.5% |
| 7D | -37.8% | +6.2% | -44.1% | -39.5% |
| 30D | -52.0% | +6.5% | -58.4% | -53.4% |
| 3M | -58.3% | -6.2% | -52.0% | -57.2% |
| 6M | -21.0% | +25.6% | -46.6% | -33.2% |
| YTD | -15.7% | +32.1% | -47.8% | -31.9% |
| 1Y | -9.8% | +20.3% | -30.1% | -22.0% |
| All | +254.5% | +40.3% | +214.2% | +155.3% |
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