+129.8%
UMC vs DOCN
+209.7%
-79.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.0% | -0.5% | +5.7% |
| 7D | -9.2% | -12.8% | +3.6% | -6.2% |
| 30D | -35.1% | -41.9% | +6.8% | -27.5% |
| 3M | -20.5% | -36.9% | +16.5% | -13.0% |
| 6M | -1.7% | -52.2% | +50.5% | +11.7% |
| YTD | +92.8% | +62.7% | +30.1% | +76.8% |
| 1Y | +104.5% | +58.2% | +46.2% | +88.1% |
| 3Y | +129.8% | +219.5% | -89.6% | +64.2% |
| All | +129.8% | +209.7% | -79.9% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling