+11.3%
DOCU vs ULTA
+25.8%
-14.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -5.5% | +0.7% | -6.2% | -5.6% |
| 30D | +12.6% | +18.2% | -5.6% | +10.5% |
| 3M | +36.4% | +19.7% | +16.7% | +33.6% |
| 6M | +66.8% | +20.5% | +46.3% | +61.7% |
| YTD | +13.5% | +6.6% | +6.9% | +11.4% |
| 1Y | +11.3% | +26.5% | -15.2% | +15.4% |
| All | +11.3% | +25.8% | -14.5% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling