-27.4%
DOCN vs ULTA
+64.2%
-91.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +4.0% |
| 7D | +27.4% | +0.2% | +27.2% | +27.3% |
| 30D | -29.7% | +12.4% | -42.2% | -34.8% |
| 3M | -32.5% | +22.4% | -54.9% | -41.0% |
| 6M | -42.2% | +28.9% | -71.0% | -51.9% |
| YTD | +87.2% | +7.6% | +79.6% | +71.6% |
| 1Y | +86.2% | +21.6% | +64.6% | +55.8% |
| 3Y | +257.4% | +67.0% | +190.4% | +110.7% |
| 5Y | -27.4% | +64.2% | -91.6% | -61.2% |
| All | -27.4% | +64.2% | -91.6% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling