+135.0%
DAL vs ULTA
+122.7%
+12.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.4% |
| 7D | +0.8% | -1.8% | +2.6% | +1.6% |
| 30D | -11.7% | -1.2% | -10.5% | -11.6% |
| 3M | -2.7% | +13.4% | -16.1% | -9.1% |
| 6M | +30.7% | -15.6% | +46.3% | +39.2% |
| YTD | +14.4% | -10.4% | +24.8% | +18.3% |
| 1Y | +31.2% | +5.5% | +25.7% | +24.3% |
| 3Y | +99.4% | +31.0% | +68.5% | +62.9% |
| 5Y | +98.6% | +41.8% | +56.7% | +51.2% |
| 10Y | +135.0% | +127.0% | +8.0% | +33.5% |
| All | +135.0% | +122.7% | +12.3% | +33.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling