+135.6%
DAL vs ULTA
+125.7%
+9.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.3% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | -13.6% | -2.8% | -10.7% | -12.7% |
| 3M | +1.2% | +18.7% | -17.5% | -7.4% |
| 6M | +34.5% | -15.0% | +49.5% | +42.8% |
| YTD | +14.7% | -9.2% | +23.9% | +17.9% |
| 1Y | +29.2% | +5.7% | +23.6% | +22.3% |
| 3Y | +100.0% | +32.8% | +67.2% | +62.3% |
| 5Y | +106.3% | +46.0% | +60.4% | +55.0% |
| All | +135.6% | +125.7% | +9.9% | +33.0% |
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