+26.1%
UPS vs DOCN
+70.8%
-44.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.6% | -8.3% | +1.0% |
| 7D | -1.6% | +3.7% | -5.4% | -1.8% |
| 30D | +17.9% | -33.7% | +51.6% | +19.0% |
| 3M | +9.4% | -27.9% | +37.3% | +9.8% |
| 6M | +16.2% | -46.4% | +62.6% | +17.5% |
| YTD | +18.8% | +81.1% | -62.4% | +11.9% |
| 1Y | +26.1% | +74.3% | -48.2% | +19.3% |
| All | +26.1% | +70.8% | -44.7% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling