+62.6%
UMC vs DOC
-21.4%
+84.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | -17.0% | +6.5% | -23.4% | -18.6% |
| 30D | -40.6% | +9.2% | -49.7% | -42.4% |
| 3M | -27.9% | -2.5% | -25.4% | -27.4% |
| 6M | -7.5% | +7.1% | -14.5% | -10.6% |
| YTD | +79.3% | +33.0% | +46.3% | +59.7% |
| 1Y | +92.8% | +23.3% | +69.5% | +75.9% |
| 3Y | +108.2% | +44.9% | +63.2% | +73.3% |
| All | +62.6% | -21.4% | +84.0% | +75.1% |
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 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