+156.1%
UMC vs DOCN
+108.0%
+48.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.4% |
| 7D | +11.2% | +19.1% | -7.9% | +7.1% |
| 30D | -28.0% | -21.0% | -7.0% | -24.3% |
| 3M | -20.5% | -34.7% | +14.2% | -13.7% |
| 6M | -1.6% | -45.8% | +44.2% | +9.6% |
| YTD | +99.4% | +79.4% | +20.0% | +72.7% |
| 1Y | +120.4% | +91.0% | +29.4% | +88.5% |
| 3Y | +134.2% | +237.5% | -103.2% | +68.1% |
| 5Y | +78.8% | -30.4% | +109.2% | +46.4% |
| All | +156.1% | +108.0% | +48.1% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling