-2.8%
UMC vs DOC
+27.1%
-29.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.4% | -16.7% |
| 7D | -25.8% | +6.2% | -32.1% | -26.4% |
| 30D | -42.3% | +6.5% | -48.8% | -42.7% |
| 3M | -30.6% | -6.2% | -24.4% | -29.5% |
| 6M | -2.8% | +25.6% | -28.4% | -12.5% |
| All | -2.8% | +27.1% | -29.9% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling