+122.5%
UMC vs DOCS
-73.4%
+195.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.3% | +4.9% |
| 7D | +5.0% | -1.4% | +6.4% | +5.1% |
| 30D | +7.7% | +21.8% | -14.1% | +4.8% |
| 3M | +1.7% | +27.3% | -25.6% | -1.8% |
| 6M | +113.9% | -0.3% | +114.3% | +111.2% |
| YTD | +168.9% | -40.5% | +209.4% | +182.6% |
| 1Y | +207.2% | -61.5% | +268.7% | +241.2% |
| 3Y | +227.7% | +8.2% | +219.5% | +195.9% |
| All | +122.5% | -73.4% | +195.9% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling