+36.0%
DOCS vs ULTA
+70.7%
-34.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.6% | +4.6% | -5.2% | -1.0% |
| 30D | +6.3% | +16.5% | -10.2% | +4.6% |
| 3M | +26.5% | +21.1% | +5.4% | +23.9% |
| 6M | +24.8% | +27.4% | -2.6% | +21.9% |
| YTD | -26.8% | +9.8% | -36.6% | -28.3% |
| 1Y | -38.3% | +28.6% | -66.9% | -40.2% |
| 3Y | +36.0% | +70.5% | -34.4% | +16.9% |
| All | +36.0% | +70.7% | -34.6% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling