-38.0%
DOCS vs ULTA
+93.7%
-131.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | 0.0% |
| 7D | 0.0% | +4.3% | -4.3% | -1.4% |
| 30D | +7.8% | +16.6% | -8.8% | +2.2% |
| 3M | +20.0% | +17.7% | +2.3% | +13.3% |
| 6M | +26.5% | +27.5% | -1.0% | +16.4% |
| YTD | -25.8% | +9.9% | -35.7% | -29.3% |
| 1Y | -39.5% | +28.5% | -67.9% | -46.0% |
| 3Y | +60.3% | +71.1% | -10.7% | +15.7% |
| 5Y | -57.0% | +68.3% | -125.4% | -70.1% |
| All | -38.0% | +93.7% | -131.7% | -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