+2,103.5%
ULTA vs DOC
+85.7%
+2,017.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.2% | +6.2% | -6.0% | -2.4% |
| 30D | +18.7% | +6.5% | +12.3% | +15.4% |
| 3M | +20.5% | -6.2% | +26.7% | +23.8% |
| 6M | +22.0% | +25.6% | -3.6% | +8.8% |
| YTD | +7.4% | +32.1% | -24.7% | -6.8% |
| 1Y | +24.5% | +20.3% | +4.2% | +12.6% |
| 3Y | +68.4% | +42.7% | +25.7% | +36.8% |
| 5Y | +65.8% | -22.2% | +88.0% | +75.1% |
| 10Y | +184.8% | +16.5% | +168.2% | +137.0% |
| All | +2,103.5% | +85.7% | +2,017.8% | +1,056.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling