+65.8%
ULTA vs DOC
-22.1%
+87.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +0.2% | +6.2% | -6.0% | -1.6% |
| 30D | +18.7% | +6.5% | +12.3% | +16.5% |
| 3M | +20.5% | -6.2% | +26.7% | +22.7% |
| 6M | +22.0% | +25.6% | -3.6% | +13.2% |
| YTD | +7.4% | +32.1% | -24.7% | -2.2% |
| 1Y | +24.5% | +20.3% | +4.2% | +16.8% |
| 3Y | +68.4% | +42.7% | +25.7% | +45.5% |
| 5Y | +65.8% | -22.2% | +88.0% | +93.5% |
| All | +65.8% | -22.1% | +87.9% | +93.5% |
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