-33.7%
UPS vs DOCS
-73.4%
+39.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | -3.5% | +21.8% | -25.3% | -5.4% |
| 3M | -5.7% | +27.3% | -33.0% | -8.0% |
| 6M | -4.4% | -0.3% | -4.0% | -5.3% |
| YTD | +8.0% | -40.5% | +48.5% | +11.6% |
| 1Y | +29.0% | -61.5% | +90.6% | +38.2% |
| 3Y | -27.7% | +8.2% | -35.9% | -32.7% |
| All | -33.7% | -73.4% | +39.7% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling