+165.7%
UMC vs DOC
+635.1%
-469.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -3.3% |
| 7D | -14.7% | +8.7% | -23.4% | -17.7% |
| 30D | -32.9% | +7.6% | -40.5% | -35.1% |
| 3M | -22.2% | -5.3% | -16.9% | -20.8% |
| 6M | +25.9% | +27.6% | -1.7% | +12.2% |
| YTD | +107.9% | +32.4% | +75.5% | +82.1% |
| 1Y | +115.0% | +22.9% | +92.2% | +94.0% |
| 3Y | +137.6% | +43.1% | +94.5% | +96.0% |
| 5Y | +95.9% | -21.4% | +117.3% | +104.6% |
| 10Y | +1,300.5% | +16.8% | +1,283.6% | +985.9% |
| All | +165.7% | +635.1% | -469.5% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling