+101.1%
UMC vs DOCU
+91.1%
+10.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.7% | -16.5% |
| 7D | -25.8% | -3.2% | -22.6% | -25.6% |
| 30D | -42.3% | +15.7% | -58.0% | -42.9% |
| 3M | -30.6% | +37.3% | -67.9% | -32.6% |
| 6M | -2.8% | +63.1% | -65.9% | -8.0% |
| YTD | +73.2% | +15.4% | +57.8% | +72.7% |
| 1Y | +75.5% | +11.3% | +64.1% | +75.8% |
| All | +101.1% | +91.1% | +10.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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