+19.8%
DAL vs ULTA
+19.9%
-0.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.5% |
| 7D | +8.8% | +0.7% | +8.1% | +8.6% |
| 30D | +5.4% | +18.2% | -12.8% | -0.7% |
| 3M | -4.9% | +19.7% | -24.6% | -10.5% |
| 6M | +19.8% | +20.5% | -0.6% | +13.6% |
| All | +19.8% | +19.9% | -0.1% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling