+62.7%
UMC vs DOC
-22.1%
+84.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.4% | -16.6% |
| 7D | -25.8% | +6.2% | -32.1% | -27.3% |
| 30D | -42.3% | +6.5% | -48.8% | -43.6% |
| 3M | -30.6% | -6.2% | -24.4% | -29.3% |
| 6M | -2.8% | +25.6% | -28.4% | -11.7% |
| YTD | +73.2% | +32.1% | +41.1% | +54.6% |
| 1Y | +75.5% | +20.3% | +55.2% | +61.5% |
| 3Y | +98.0% | +42.7% | +55.2% | +65.9% |
| 5Y | +62.7% | -22.2% | +84.9% | +75.2% |
| All | +62.7% | -22.1% | +84.8% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling