+37.9%
UPS vs DOC
-2.1%
+40.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -2.9% | -1.5% | -1.4% | -2.5% |
| 30D | -3.5% | -4.8% | +1.3% | -2.1% |
| 3M | -5.7% | +6.9% | -12.6% | -7.6% |
| 6M | -4.4% | +20.7% | -25.1% | -10.2% |
| YTD | +8.0% | +34.1% | -26.1% | -2.0% |
| 1Y | +29.0% | +22.6% | +6.4% | +19.9% |
| 3Y | -27.7% | +20.8% | -48.5% | -33.2% |
| 5Y | -34.3% | -24.9% | -9.5% | -31.2% |
| All | +37.9% | -2.1% | +40.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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