+30.9%
DOCU vs ULTA
+35.9%
-5.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.3% |
| 7D | +6.9% | +9.0% | -2.1% | +3.9% |
| 30D | +19.0% | +4.6% | +14.4% | +17.0% |
| 3M | +34.3% | +22.0% | +12.3% | +25.2% |
| 6M | +48.0% | -14.7% | +62.7% | +54.7% |
| YTD | 0.0% | -6.8% | +6.8% | +0.8% |
| 1Y | -10.3% | +6.5% | -16.8% | -14.8% |
| All | +30.9% | +35.9% | -5.0% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling