+147.6%
UMC vs DOCN
+88.7%
+58.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.0% | -0.5% | +5.8% |
| 7D | -9.2% | -12.8% | +3.6% | -6.2% |
| 30D | -35.1% | -41.9% | +6.8% | -27.4% |
| 3M | -20.5% | -36.9% | +16.5% | -13.0% |
| 6M | -1.7% | -52.2% | +50.5% | +12.3% |
| YTD | +92.8% | +62.7% | +30.1% | +70.6% |
| 1Y | +104.5% | +58.2% | +46.2% | +81.6% |
| 3Y | +129.8% | +219.5% | -89.6% | +67.0% |
| 5Y | +74.0% | -32.9% | +106.9% | +44.5% |
| All | +147.6% | +88.7% | +58.9% | +94.7% |
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