+43.7%
UPS vs DOC
+20.3%
+23.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +1.7% | +4.3% | -2.6% | +0.5% |
| 30D | +17.4% | +9.2% | +8.3% | +14.3% |
| 3M | +7.7% | -0.8% | +8.6% | +7.8% |
| 6M | +13.8% | +7.1% | +6.7% | +11.2% |
| YTD | +17.3% | +34.0% | -16.7% | +6.2% |
| 1Y | +27.2% | +23.2% | +4.0% | +18.1% |
| 3Y | -5.6% | +53.6% | -59.3% | -18.9% |
| 5Y | -33.5% | -20.4% | -13.1% | -31.4% |
| 10Y | +43.7% | +23.4% | +20.3% | +31.8% |
| All | +43.7% | +20.3% | +23.4% | +31.8% |
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