+101.7%
DOCU vs ULTA
+170.6%
-68.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +12.9% | +16.1% | -3.2% | +8.1% |
| 3M | +35.1% | +21.7% | +13.3% | +27.3% |
| 6M | +76.2% | +28.7% | +47.5% | +63.0% |
| YTD | +17.2% | +8.9% | +8.2% | +12.8% |
| 1Y | +16.4% | +26.1% | -9.6% | +6.7% |
| 3Y | +95.6% | +69.1% | +26.5% | +60.4% |
| 5Y | -68.5% | +66.6% | -135.1% | -73.9% |
| All | +101.7% | +170.6% | -68.8% | +45.6% |
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