+324.3%
DOCN vs ULTA
+35.9%
+288.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.3% |
| 7D | +1.1% | +9.0% | -7.9% | -2.2% |
| 30D | -9.6% | +4.6% | -14.2% | -11.5% |
| 3M | -37.7% | +22.0% | -59.7% | -43.3% |
| 6M | +115.2% | -14.7% | +129.9% | +128.3% |
| YTD | +133.7% | -6.8% | +140.5% | +136.6% |
| 1Y | +250.2% | +6.5% | +243.6% | +230.6% |
| All | +324.3% | +35.9% | +288.3% | +179.0% |
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 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