+250.2%
DOCN vs ULTA
+6.6%
+243.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.6% |
| 7D | +1.1% | +9.0% | -7.9% | -0.3% |
| 30D | -9.6% | +4.6% | -14.2% | -10.1% |
| 3M | -37.7% | +22.0% | -59.7% | -40.4% |
| 6M | +115.2% | -14.7% | +129.9% | +129.7% |
| YTD | +133.7% | -6.8% | +140.5% | +138.3% |
| 1Y | +250.2% | +6.5% | +243.6% | +237.8% |
| All | +250.2% | +6.6% | +243.5% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling