+96.5%
UMC vs DOCS
-21.0%
+117.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.7% |
| 7D | -17.0% | -0.8% | -16.2% | -16.9% |
| 30D | -40.6% | +17.4% | -58.0% | -41.5% |
| 3M | -27.9% | +57.4% | -85.2% | -31.5% |
| 6M | -7.5% | +26.5% | -34.0% | -10.8% |
| YTD | +79.3% | -26.6% | +105.9% | +83.9% |
| 1Y | +92.8% | -48.1% | +140.9% | +105.8% |
| 3Y | +108.2% | +52.6% | +55.5% | +82.5% |
| 5Y | +68.4% | -52.1% | +120.5% | +62.3% |
| All | +96.5% | -21.0% | +117.5% | +90.0% |
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