+24.8%
UPS vs DOCN
+81.2%
-56.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +1.9% |
| 7D | +3.8% | +19.1% | -15.3% | +3.2% |
| 30D | +17.4% | -21.0% | +38.4% | +17.9% |
| 3M | +8.2% | -34.7% | +42.9% | +9.2% |
| 6M | +17.9% | -45.8% | +63.7% | +19.2% |
| YTD | +18.7% | +79.4% | -60.7% | +10.9% |
| 1Y | +24.8% | +91.0% | -66.2% | +15.4% |
| All | +24.8% | +81.2% | -56.3% | +15.4% |
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