+317.5%
UMAC vs DOC
+42.1%
+275.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.9% | +1.0% | -4.0% | -3.2% |
| 30D | -35.6% | +8.1% | -43.7% | -37.8% |
| 3M | -51.3% | +0.9% | -52.2% | -51.6% |
| 6M | -17.5% | +6.3% | -23.8% | -21.8% |
| YTD | -0.7% | +33.8% | -34.5% | -20.1% |
| 1Y | +16.5% | +21.6% | -5.2% | +0.5% |
| All | +317.5% | +42.1% | +275.4% | +199.6% |
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 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