+96.4%
DOCU vs ULTA
+69.8%
+26.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | +4.1% | +2.5% | +1.6% | +3.2% |
| 30D | +7.4% | +11.5% | -4.2% | +3.4% |
| 3M | +26.0% | +28.1% | -2.1% | +15.9% |
| 6M | +79.2% | +34.2% | +44.9% | +61.6% |
| YTD | +18.1% | +9.2% | +8.9% | +12.8% |
| 1Y | +20.5% | +23.7% | -3.2% | +9.0% |
| 3Y | +96.4% | +69.2% | +27.2% | +36.5% |
| All | +96.4% | +69.8% | +26.6% | +36.5% |
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