+84.2%
DOCN vs ULTA
+113.9%
-29.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.2% | +4.9% | +6.3% |
| 7D | -12.8% | +4.3% | -17.1% | -14.8% |
| 30D | -41.9% | +16.6% | -58.5% | -46.9% |
| 3M | -36.9% | +17.7% | -54.6% | -43.2% |
| 6M | -52.2% | +27.5% | -79.8% | -59.5% |
| YTD | +62.7% | +9.9% | +52.8% | +48.4% |
| 1Y | +58.2% | +28.5% | +29.8% | +29.6% |
| 3Y | +219.5% | +71.1% | +148.4% | +97.2% |
| 5Y | -32.9% | +68.3% | -101.2% | -60.1% |
| All | +84.2% | +113.9% | -29.7% | +5.0% |
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