+243.6%
UMC vs DOC
+644.8%
-401.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.3% |
| 7D | +5.0% | -1.5% | +6.4% | +5.5% |
| 30D | +7.7% | -4.8% | +12.4% | +9.7% |
| 3M | +1.7% | +6.9% | -5.2% | -1.9% |
| 6M | +113.9% | +20.7% | +93.2% | +95.5% |
| YTD | +168.9% | +34.1% | +134.7% | +135.1% |
| 1Y | +207.2% | +22.6% | +184.6% | +177.7% |
| 3Y | +227.7% | +20.8% | +206.9% | +190.4% |
| 5Y | +118.0% | -24.9% | +142.9% | +132.5% |
| 10Y | +1,682.1% | -1.8% | +1,683.9% | +1,406.2% |
| All | +243.6% | +644.8% | -401.3% | -20.6% |
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