+67.0%
ULTA vs DOC
+44.2%
+22.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +0.7% | +6.5% | -5.8% | -0.9% |
| 30D | +18.2% | +9.2% | +9.0% | +15.7% |
| 3M | +19.7% | -2.5% | +22.2% | +20.2% |
| 6M | +20.5% | +7.1% | +13.4% | +18.4% |
| YTD | +6.6% | +33.0% | -26.4% | -0.9% |
| 1Y | +26.5% | +23.3% | +3.2% | +19.8% |
| 3Y | +67.0% | +44.9% | +22.1% | +48.6% |
| All | +67.0% | +44.2% | +22.9% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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