+77.6%
UMC vs DOCU
-69.6%
+147.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.4% |
| 7D | +11.2% | +4.1% | +7.1% | +10.5% |
| 30D | -28.0% | +7.4% | -35.4% | -28.9% |
| 3M | -20.5% | +26.0% | -46.5% | -24.0% |
| 6M | -1.6% | +79.2% | -80.8% | -12.9% |
| YTD | +99.4% | +18.1% | +81.3% | +90.3% |
| 1Y | +120.4% | +20.5% | +99.9% | +109.0% |
| 3Y | +134.2% | +96.4% | +37.8% | +90.1% |
| All | +77.6% | -69.6% | +147.2% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling