+111.3%
UMC vs DOCS
-20.2%
+131.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +7.4% |
| 7D | -9.2% | 0.0% | -9.2% | -9.1% |
| 30D | -35.1% | +7.8% | -42.9% | -35.6% |
| 3M | -20.5% | +20.0% | -40.4% | -22.0% |
| 6M | -1.7% | +26.5% | -28.3% | -5.2% |
| YTD | +92.8% | -25.8% | +118.5% | +97.5% |
| 1Y | +104.5% | -39.5% | +143.9% | +114.5% |
| 3Y | +129.8% | +60.3% | +69.5% | +100.0% |
| 5Y | +74.0% | -57.0% | +131.0% | +68.8% |
| All | +111.3% | -20.2% | +131.4% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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