-38.7%
DOCS vs ULTA
+87.8%
-126.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -0.8% | +0.7% | -1.4% | -0.9% |
| 30D | +17.4% | +18.2% | -0.8% | +11.0% |
| 3M | +57.4% | +19.7% | +37.7% | +48.3% |
| 6M | +26.5% | +20.5% | +6.1% | +18.6% |
| YTD | -26.6% | +6.6% | -33.2% | -29.3% |
| 1Y | -48.1% | +26.5% | -74.5% | -53.5% |
| 3Y | +52.6% | +67.0% | -14.4% | +10.7% |
| 5Y | -52.1% | +64.5% | -116.6% | -66.4% |
| All | -38.7% | +87.8% | -126.4% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling