+130.3%
UMC vs DOCN
+74.7%
+55.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.0% |
| 7D | -17.0% | -19.2% | +2.2% | -12.9% |
| 30D | -40.6% | -43.1% | +2.5% | -33.3% |
| 3M | -27.9% | -40.7% | +12.8% | -20.0% |
| 6M | -7.5% | -55.0% | +47.5% | +7.1% |
| YTD | +79.3% | +50.6% | +28.7% | +61.3% |
| 1Y | +92.8% | +54.0% | +38.8% | +72.4% |
| 3Y | +108.2% | +203.9% | -95.7% | +52.7% |
| 5Y | +68.4% | -29.4% | +97.8% | +40.5% |
| All | +130.3% | +74.7% | +55.7% | +84.1% |
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