-37.1%
DOCS vs ULTA
+92.4%
-129.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | +2.6% | +2.5% | +0.1% | +1.7% |
| 30D | +11.4% | +11.5% | -0.1% | +7.4% |
| 3M | +25.4% | +28.1% | -2.8% | +15.0% |
| 6M | +42.5% | +34.2% | +8.3% | +28.9% |
| YTD | -24.7% | +9.2% | -33.9% | -28.1% |
| 1Y | -32.9% | +23.7% | -56.7% | -39.3% |
| 3Y | +39.6% | +69.2% | -29.6% | +1.2% |
| 5Y | -54.6% | +66.6% | -121.3% | -68.4% |
| All | -37.1% | +92.4% | -129.5% | -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