+104.3%
DAL vs ULTA
+174.9%
-70.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | -1.1% | +2.5% | -3.6% | -2.2% |
| 30D | +12.8% | +11.5% | +1.3% | +7.2% |
| 3M | -5.3% | +28.1% | -33.4% | -16.2% |
| 6M | +22.4% | +34.2% | -11.9% | +5.4% |
| YTD | +25.6% | +9.2% | +16.4% | +18.2% |
| 1Y | +45.5% | +23.7% | +21.8% | +27.9% |
| 3Y | +161.0% | +69.2% | +91.8% | +87.7% |
| 5Y | +112.2% | +66.6% | +45.6% | +50.0% |
| All | +104.3% | +174.9% | -70.6% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling