+105.1%
DOCN vs ULTA
+112.0%
-6.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +10.0% |
| 7D | +3.7% | -0.2% | +4.0% | +4.0% |
| 30D | -33.7% | +16.1% | -49.8% | -39.3% |
| 3M | -27.9% | +21.7% | -49.6% | -36.3% |
| 6M | -46.4% | +28.7% | -75.2% | -54.9% |
| YTD | +81.1% | +8.9% | +72.2% | +65.9% |
| 1Y | +74.3% | +26.1% | +48.2% | +44.4% |
| 3Y | +245.8% | +69.1% | +176.7% | +114.8% |
| 5Y | -23.7% | +66.6% | -90.4% | -54.4% |
| All | +105.1% | +112.0% | -6.9% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling