+122.5%
UMC vs DOC
-24.5%
+147.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.2% |
| 7D | +5.0% | -1.5% | +6.4% | +5.4% |
| 30D | +7.7% | -4.8% | +12.4% | +9.2% |
| 3M | +1.7% | +6.9% | -5.2% | -1.5% |
| 6M | +113.9% | +20.7% | +93.2% | +97.8% |
| YTD | +168.9% | +34.1% | +134.7% | +140.0% |
| 1Y | +207.2% | +22.6% | +184.6% | +181.5% |
| 3Y | +227.7% | +20.8% | +206.9% | +196.5% |
| All | +122.5% | -24.5% | +147.0% | +123.2% |
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