-38.5%
DOCS vs ULTA
+29.1%
-67.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.6% | +4.6% | -5.2% | -1.3% |
| 30D | +6.3% | +16.5% | -10.2% | +3.7% |
| 3M | +26.5% | +21.1% | +5.4% | +22.6% |
| 6M | +24.8% | +27.4% | -2.6% | +20.6% |
| YTD | -26.8% | +9.8% | -36.6% | -30.3% |
| All | -38.5% | +29.1% | -67.6% | -37.9% |
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