+64.5%
ULTA vs DOC
-21.4%
+85.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.5% | -0.9% | +3.3% | +2.8% |
| 30D | +11.5% | +7.7% | +3.8% | +9.0% |
| 3M | +28.1% | -2.0% | +30.1% | +28.8% |
| 6M | +34.2% | +5.9% | +28.4% | +31.8% |
| YTD | +9.2% | +31.8% | -22.6% | -0.5% |
| 1Y | +23.7% | +22.5% | +1.2% | +15.4% |
| 3Y | +69.2% | +54.7% | +14.5% | +41.9% |
| All | +64.5% | -21.4% | +85.8% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling