+265.4%
UPS vs DOC
+771.8%
-506.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.8% |
| 7D | +8.2% | +8.7% | -0.5% | +5.7% |
| 30D | +22.7% | +7.6% | +15.1% | +20.1% |
| 3M | +6.4% | -5.3% | +11.7% | +7.9% |
| 6M | +22.6% | +27.6% | -5.0% | +13.7% |
| YTD | +20.7% | +32.4% | -11.7% | +10.5% |
| 1Y | +30.6% | +22.9% | +7.8% | +22.0% |
| 3Y | -5.0% | +43.1% | -48.1% | -15.8% |
| 5Y | -31.3% | -21.4% | -9.9% | -28.7% |
| 10Y | +57.8% | +16.8% | +41.0% | +39.5% |
| All | +265.4% | +771.8% | -506.4% | +63.8% |
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 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