-32.4%
UPS vs DOCN
-34.6%
+2.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -15.9% | +13.0% | -1.2% |
| 7D | +3.5% | -29.3% | +32.7% | +7.0% |
| 30D | +19.3% | -46.0% | +65.3% | +26.4% |
| 3M | +4.7% | -43.2% | +47.9% | +9.6% |
| 6M | +17.0% | -53.7% | +70.7% | +24.2% |
| YTD | +17.3% | +46.9% | -29.7% | +5.2% |
| 1Y | +27.4% | +54.3% | -27.0% | +13.3% |
| 3Y | -7.7% | +185.5% | -193.3% | -27.5% |
| 5Y | -32.4% | -31.1% | -1.3% | -43.4% |
| All | -32.4% | -34.6% | +2.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling