-31.4%
UPS vs DOCS
-21.3%
-10.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +17.4% | +6.3% | +11.1% | +16.9% |
| 3M | +7.7% | +26.5% | -18.8% | +5.7% |
| 6M | +13.8% | +24.8% | -11.0% | +10.9% |
| YTD | +17.3% | -26.8% | +44.1% | +18.8% |
| 1Y | +27.2% | -38.3% | +65.5% | +30.5% |
| 3Y | -5.6% | +36.0% | -41.7% | -12.7% |
| 5Y | -33.5% | -55.0% | +21.4% | -36.6% |
| All | -31.4% | -21.3% | -10.1% | -34.9% |
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