-31.3%
UPS vs DOC
-22.8%
-8.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.6% |
| 7D | +8.2% | +8.7% | -0.5% | +5.2% |
| 30D | +22.7% | +7.6% | +15.1% | +19.5% |
| 3M | +6.4% | -5.3% | +11.7% | +8.3% |
| 6M | +22.6% | +27.6% | -5.0% | +11.4% |
| YTD | +20.7% | +32.4% | -11.7% | +7.6% |
| 1Y | +30.6% | +22.9% | +7.8% | +19.7% |
| 3Y | -5.0% | +43.1% | -48.1% | -19.8% |
| 5Y | -31.3% | -21.4% | -9.9% | -25.4% |
| All | -31.3% | -22.8% | -8.5% | -25.4% |
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