+55.7%
UNP vs DOCS
-19.0%
+74.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +4.2% | +2.6% | +1.7% | +4.1% |
| 30D | +5.6% | +11.4% | -5.8% | +5.2% |
| 3M | +2.0% | +25.4% | -23.4% | +1.1% |
| 6M | +15.4% | +42.5% | -27.1% | +13.4% |
| YTD | +32.7% | -24.7% | +57.4% | +33.9% |
| 1Y | +39.4% | -32.9% | +72.4% | +41.4% |
| 3Y | +54.3% | +39.6% | +14.7% | +48.5% |
| 5Y | +39.6% | -54.6% | +94.3% | +35.9% |
| All | +55.7% | -19.0% | +74.7% | +47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling