-30.5%
UPS vs DOCS
-19.3%
-11.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.1% |
| 7D | -1.6% | -4.2% | +2.6% | -1.3% |
| 30D | +17.9% | +8.6% | +9.3% | +17.2% |
| 3M | +9.4% | +27.2% | -17.8% | +7.2% |
| 6M | +16.2% | +26.5% | -10.3% | +13.1% |
| YTD | +18.8% | -25.0% | +43.7% | +20.1% |
| 1Y | +26.1% | -37.0% | +63.1% | +29.2% |
| 3Y | -4.5% | +39.4% | -43.9% | -11.8% |
| 5Y | -33.2% | -56.7% | +23.5% | -36.4% |
| All | -30.5% | -19.3% | -11.2% | -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