+92.8%
UMC vs DOC
+20.9%
+71.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | -17.0% | +6.5% | -23.4% | -18.0% |
| 30D | -40.6% | +9.2% | -49.7% | -41.7% |
| 3M | -27.9% | -2.5% | -25.4% | -27.2% |
| 6M | -7.5% | +7.1% | -14.5% | -11.1% |
| YTD | +79.3% | +33.0% | +46.3% | +58.8% |
| 1Y | +92.8% | +23.3% | +69.5% | +71.1% |
| All | +92.8% | +20.9% | +71.9% | +71.1% |
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