+122.5%
UMC vs DOCN
+70.4%
+52.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -15.9% | -0.8% | -13.3% |
| 7D | -25.8% | -29.3% | +3.4% | -20.0% |
| 30D | -42.3% | -46.0% | +3.7% | -34.5% |
| 3M | -30.6% | -43.2% | +12.6% | -22.4% |
| 6M | -2.8% | -53.7% | +50.9% | +12.0% |
| YTD | +73.2% | +46.9% | +26.3% | +56.6% |
| 1Y | +75.5% | +54.3% | +21.1% | +56.8% |
| 3Y | +98.0% | +185.5% | -87.6% | +47.1% |
| 5Y | +62.7% | -31.1% | +93.8% | +36.5% |
| All | +122.5% | +70.4% | +52.1% | +78.8% |
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