-33.1%
UPS vs DOCS
-21.0%
-12.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.4% | -2.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | +17.3% | +17.4% | -0.1% | +15.9% |
| 3M | +6.6% | +57.4% | -50.7% | +2.5% |
| 6M | +12.0% | +26.5% | -14.5% | +9.0% |
| YTD | +14.4% | -26.6% | +40.9% | +15.8% |
| 1Y | +23.3% | -48.1% | +71.4% | +28.2% |
| 3Y | -9.6% | +52.6% | -62.3% | -17.4% |
| 5Y | -34.1% | -52.1% | +18.0% | -37.3% |
| All | -33.1% | -21.0% | -12.0% | -36.5% |
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