+16.4%
DOCU vs ULTA
+28.0%
-11.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +12.9% | +16.1% | -3.2% | +10.9% |
| 3M | +35.1% | +21.7% | +13.3% | +31.9% |
| 6M | +76.2% | +28.7% | +47.5% | +70.3% |
| YTD | +17.2% | +8.9% | +8.2% | +14.7% |
| 1Y | +16.4% | +26.1% | -9.6% | +18.6% |
| All | +16.4% | +28.0% | -11.6% | +18.6% |
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 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