+1,113.3%
UMC vs DOCU
+80.0%
+1,033.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +3.9% |
| 7D | +5.0% | +6.9% | -1.9% | +3.7% |
| 30D | +7.7% | +19.0% | -11.3% | +4.1% |
| 3M | +1.7% | +34.3% | -32.6% | -4.7% |
| 6M | +113.9% | +48.0% | +65.9% | +95.8% |
| YTD | +168.9% | 0.0% | +168.9% | +164.2% |
| 1Y | +207.2% | -10.3% | +217.5% | +207.0% |
| 3Y | +227.7% | +32.4% | +195.3% | +191.5% |
| 5Y | +118.0% | -77.9% | +196.0% | +141.0% |
| All | +1,113.3% | +80.0% | +1,033.3% | +948.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling