+31.2%
DAL vs ULTA
+5.2%
+26.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.1% |
| 7D | +0.8% | -1.8% | +2.6% | +1.3% |
| 30D | -11.7% | -1.2% | -10.5% | -11.4% |
| 3M | -2.7% | +13.4% | -16.1% | -6.6% |
| 6M | +30.7% | -15.6% | +46.3% | +33.4% |
| YTD | +14.4% | -10.4% | +24.8% | +16.3% |
| 1Y | +31.2% | +5.5% | +25.7% | +27.3% |
| All | +31.2% | +5.2% | +26.0% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling