-18.2%
UPS vs DOCN
+171.0%
-189.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | -3.5% | -9.6% | +6.1% | -2.7% |
| 3M | -5.7% | -37.7% | +32.0% | -1.8% |
| 6M | -4.4% | +115.2% | -119.6% | -14.7% |
| YTD | +8.0% | +133.7% | -125.7% | -5.2% |
| 1Y | +29.0% | +250.2% | -221.1% | +7.1% |
| 3Y | -27.7% | +320.3% | -348.0% | -43.1% |
| 5Y | -34.3% | +53.1% | -87.4% | -46.3% |
| All | -18.2% | +171.0% | -189.2% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling