-13.3%
UPS vs DOCN
+74.7%
-88.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.7% |
| 7D | 0.0% | -19.2% | +19.2% | +1.9% |
| 30D | +17.3% | -43.1% | +60.4% | +23.2% |
| 3M | +6.6% | -40.7% | +47.3% | +10.7% |
| 6M | +12.0% | -55.0% | +67.0% | +18.7% |
| YTD | +14.4% | +50.6% | -36.3% | +3.7% |
| 1Y | +23.3% | +54.0% | -30.6% | +11.3% |
| 3Y | -9.6% | +203.9% | -213.5% | -27.3% |
| 5Y | -34.1% | -29.4% | -4.8% | -44.6% |
| All | -13.3% | +74.7% | -88.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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