+245.4%
UMC vs DOCN
+171.0%
+74.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +4.0% |
| 7D | +5.0% | +1.1% | +3.8% | +4.7% |
| 30D | +7.7% | -9.6% | +17.3% | +9.3% |
| 3M | +1.7% | -37.7% | +39.4% | +10.1% |
| 6M | +113.9% | +115.2% | -1.3% | +79.4% |
| YTD | +168.9% | +133.7% | +35.2% | +120.8% |
| 1Y | +207.2% | +250.2% | -43.0% | +131.4% |
| 3Y | +227.7% | +320.3% | -92.6% | +123.5% |
| 5Y | +118.0% | +53.1% | +64.9% | +61.2% |
| All | +245.4% | +171.0% | +74.4% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling