-9.6%
UPS vs DOCN
+189.9%
-199.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.7% |
| 7D | 0.0% | -19.2% | +19.2% | +1.7% |
| 30D | +17.3% | -43.1% | +60.4% | +22.4% |
| 3M | +6.6% | -40.7% | +47.3% | +10.1% |
| 6M | +12.0% | -55.0% | +67.0% | +17.9% |
| YTD | +14.4% | +50.6% | -36.3% | +2.0% |
| 1Y | +23.3% | +54.0% | -30.6% | +9.3% |
| 3Y | -9.6% | +203.9% | -213.5% | -31.2% |
| All | -9.6% | +189.9% | -199.5% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling