+8.9%
DOCS vs ULTA
+35.9%
-27.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.0% | -2.9% |
| 7D | -1.4% | +9.0% | -10.4% | -2.3% |
| 30D | +21.8% | +4.6% | +17.3% | +21.3% |
| 3M | +27.3% | +22.0% | +5.3% | +25.6% |
| 6M | -0.3% | -14.7% | +14.4% | +0.1% |
| YTD | -40.5% | -6.8% | -33.7% | -40.6% |
| 1Y | -61.5% | +6.5% | -68.1% | -62.0% |
| All | +8.9% | +35.9% | -27.0% | -6.3% |
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