-33.7%
UPS vs DOC
-24.5%
-9.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -2.9% | -1.5% | -1.4% | -2.4% |
| 30D | -3.5% | -4.8% | +1.3% | -1.9% |
| 3M | -5.7% | +6.9% | -12.6% | -8.0% |
| 6M | -4.4% | +20.7% | -25.1% | -11.2% |
| YTD | +8.0% | +34.1% | -26.1% | -4.0% |
| 1Y | +29.0% | +22.6% | +6.4% | +18.1% |
| 3Y | -27.7% | +20.8% | -48.5% | -34.1% |
| All | -33.7% | -24.5% | -9.2% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling