+101.1%
UMC vs DOCS
+50.6%
+50.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.3% | -12.4% | -16.6% |
| 7D | -25.8% | -1.3% | -24.5% | -25.8% |
| 30D | -42.3% | +19.4% | -61.7% | -42.5% |
| 3M | -30.6% | +53.4% | -84.0% | -31.4% |
| 6M | -2.8% | +28.8% | -31.6% | -3.1% |
| YTD | +73.2% | -25.1% | +98.3% | +79.0% |
| 1Y | +75.5% | -48.1% | +123.6% | +85.9% |
| All | +101.1% | +50.6% | +50.5% | +90.1% |
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