+150.1%
UMC vs DOCN
+91.6%
+58.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -8.3% | -12.1% | +3.8% | -5.5% |
| 30D | -34.5% | -41.0% | +6.5% | -27.0% |
| 3M | -20.0% | -38.7% | +18.7% | -12.0% |
| 6M | -0.7% | -51.5% | +50.7% | +13.1% |
| YTD | +94.7% | +65.3% | +29.5% | +71.7% |
| 1Y | +106.0% | +53.9% | +52.1% | +83.9% |
| 3Y | +124.3% | +215.6% | -91.3% | +63.4% |
| 5Y | +78.0% | -26.2% | +104.1% | +46.3% |
| All | +150.1% | +91.6% | +58.5% | +96.0% |
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