+108.2%
UMC vs DOCS
+47.6%
+60.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.6% |
| 7D | -17.0% | -0.8% | -16.2% | -16.9% |
| 30D | -40.6% | +17.4% | -58.0% | -40.7% |
| 3M | -27.9% | +57.4% | -85.2% | -28.7% |
| 6M | -7.5% | +26.5% | -34.0% | -7.7% |
| YTD | +79.3% | -26.6% | +105.9% | +85.3% |
| 1Y | +92.8% | -48.1% | +140.9% | +104.0% |
| 3Y | +108.2% | +52.6% | +55.5% | +96.9% |
| All | +108.2% | +47.6% | +60.6% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling