+203.9%
DOCN vs ULTA
+65.9%
+138.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -19.2% | +0.7% | -19.8% | -19.3% |
| 30D | -43.1% | +18.2% | -61.3% | -46.5% |
| 3M | -40.7% | +19.7% | -60.4% | -44.8% |
| 6M | -55.0% | +20.5% | -75.5% | -58.3% |
| YTD | +50.6% | +6.6% | +44.1% | +44.9% |
| 1Y | +54.0% | +26.5% | +27.5% | +36.4% |
| 3Y | +203.9% | +67.0% | +136.9% | +115.6% |
| All | +203.9% | +65.9% | +138.0% | +115.6% |
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