+240.7%
DOCN vs ULTA
+69.4%
+171.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +9.9% |
| 7D | +3.7% | -0.2% | +4.0% | +3.9% |
| 30D | -33.7% | +16.1% | -49.8% | -37.1% |
| 3M | -27.9% | +21.7% | -49.6% | -33.0% |
| 6M | -46.4% | +28.7% | -75.2% | -51.6% |
| YTD | +81.1% | +8.9% | +72.2% | +73.2% |
| 1Y | +74.3% | +26.1% | +48.2% | +55.6% |
| All | +240.7% | +69.4% | +171.3% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling