+63.8%
DOCU vs ULTA
+125.5%
-61.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.2% | -4.1% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +8.0% | -2.8% | +10.8% | +8.7% |
| 3M | +41.0% | +18.7% | +22.3% | +33.9% |
| 6M | +33.7% | -15.0% | +48.7% | +38.7% |
| YTD | -4.9% | -9.2% | +4.4% | -3.4% |
| 1Y | -20.4% | +5.7% | -26.0% | -23.1% |
| 3Y | +29.6% | +32.8% | -3.1% | +14.0% |
| 5Y | -76.9% | +46.0% | -122.8% | -80.0% |
| All | +63.8% | +125.5% | -61.7% | +24.8% |
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