+255.0%
UPS vs DOC
+769.7%
-514.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | +3.5% | +6.2% | -2.8% | +1.7% |
| 30D | +19.3% | +6.5% | +12.8% | +17.1% |
| 3M | +4.7% | -6.2% | +11.0% | +6.5% |
| 6M | +17.0% | +25.6% | -8.6% | +8.9% |
| YTD | +17.3% | +32.1% | -14.8% | +7.4% |
| 1Y | +27.4% | +20.3% | +7.1% | +19.7% |
| 3Y | -7.7% | +42.7% | -50.5% | -18.1% |
| 5Y | -32.4% | -22.2% | -10.3% | -29.7% |
| 10Y | +53.3% | +16.5% | +36.7% | +35.6% |
| All | +255.0% | +769.7% | -514.7% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling