+684.2%
UMAC vs DOC
+42.5%
+641.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.3% |
| 7D | -0.9% | -1.5% | +0.6% | -0.2% |
| 30D | -7.7% | -4.8% | -2.9% | -5.8% |
| 3M | -26.4% | +6.9% | -33.3% | -30.3% |
| 6M | +61.9% | +20.7% | +41.1% | +41.7% |
| YTD | +86.5% | +34.1% | +52.3% | +49.8% |
| 1Y | +156.3% | +22.6% | +133.7% | +121.4% |
| All | +684.2% | +42.5% | +641.7% | +461.6% |
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 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