-36.8%
UPS vs DOCS
-36.0%
-0.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.0% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | -3.5% | +21.8% | -25.3% | -5.3% |
| 3M | -5.7% | +27.3% | -33.0% | -7.9% |
| 6M | -4.4% | -0.3% | -4.0% | -5.2% |
| YTD | +8.0% | -40.5% | +48.5% | +11.3% |
| 1Y | +29.0% | -61.5% | +90.6% | +37.4% |
| 3Y | -27.7% | +8.2% | -35.9% | -32.0% |
| 5Y | -34.3% | -73.4% | +39.1% | -36.0% |
| All | -36.8% | -36.0% | -0.8% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling