-50.3%
DOCS vs ULTA
+64.3%
-114.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.0% | -3.2% |
| 7D | -1.4% | +9.0% | -10.4% | -4.3% |
| 30D | +21.8% | +4.6% | +17.3% | +20.2% |
| 3M | +27.3% | +22.0% | +5.3% | +19.4% |
| 6M | -0.3% | -14.7% | +14.4% | +4.0% |
| YTD | -40.5% | -6.8% | -33.7% | -40.1% |
| 1Y | -61.5% | +6.5% | -68.1% | -63.4% |
| 3Y | +8.2% | +35.6% | -27.4% | -13.6% |
| 5Y | -73.4% | +47.6% | -121.1% | -80.6% |
| All | -50.3% | +64.3% | -114.6% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling