-7.3%
UPS vs DOCS
+50.6%
-58.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.6% |
| 7D | +3.5% | -1.3% | +4.8% | +3.5% |
| 30D | +19.3% | +19.4% | -0.1% | +18.1% |
| 3M | +4.7% | +53.4% | -48.7% | +2.2% |
| 6M | +17.0% | +28.8% | -11.8% | +14.8% |
| YTD | +17.3% | -25.1% | +42.3% | +18.1% |
| 1Y | +27.4% | -48.1% | +75.5% | +30.8% |
| All | -7.3% | +50.6% | -58.0% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling