-37.4%
DOCS vs ULTA
+89.6%
-126.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +8.7% | +12.4% | -3.8% | +4.4% |
| 3M | +32.9% | +22.4% | +10.5% | +23.7% |
| 6M | +25.5% | +28.9% | -3.3% | +15.2% |
| YTD | -25.0% | +7.6% | -32.6% | -28.1% |
| 1Y | -34.9% | +21.6% | -56.4% | -40.7% |
| 3Y | +39.3% | +67.0% | -27.7% | +1.4% |
| 5Y | -54.8% | +64.2% | -119.0% | -68.3% |
| All | -37.4% | +89.6% | -126.9% | -56.2% |
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 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