-30.6%
UPS vs DOCS
-19.0%
-11.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +3.8% | +2.6% | +1.2% | +3.6% |
| 30D | +17.4% | +11.4% | +5.9% | +16.4% |
| 3M | +8.2% | +25.4% | -17.2% | +6.2% |
| 6M | +17.9% | +42.5% | -24.6% | +13.8% |
| YTD | +18.7% | -24.7% | +43.4% | +20.0% |
| 1Y | +24.8% | -32.9% | +57.8% | +27.3% |
| 3Y | -4.5% | +39.6% | -44.2% | -11.9% |
| 5Y | -33.2% | -54.6% | +21.4% | -36.4% |
| All | -30.6% | -19.0% | -11.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling