-47.3%
DOCS vs ULTA
+27.7%
-75.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.3% | +5.7% |
| 7D | +1.2% | +6.7% | -5.5% | +0.2% |
| 30D | +21.3% | +21.7% | -0.4% | +18.0% |
| 3M | +58.4% | +21.5% | +36.9% | +54.0% |
| 6M | +39.3% | +27.5% | +11.7% | +35.2% |
| YTD | -21.7% | +9.2% | -30.9% | -25.5% |
| 1Y | -47.3% | +27.9% | -75.2% | -48.2% |
| All | -47.3% | +27.7% | -75.0% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling