+432.5%
DAL vs ULTA
+1,919.6%
-1,487.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +2.3% | -0.2% | +2.6% | +2.5% |
| 30D | +14.3% | +16.1% | -1.8% | +7.9% |
| 3M | +1.3% | +21.7% | -20.5% | -6.5% |
| 6M | +29.3% | +28.7% | +0.5% | +16.5% |
| YTD | +33.0% | +8.9% | +24.1% | +26.9% |
| 1Y | +59.8% | +26.1% | +33.8% | +43.4% |
| 3Y | +177.2% | +69.1% | +108.1% | +115.6% |
| 5Y | +118.4% | +66.6% | +51.7% | +68.8% |
| 10Y | +121.4% | +175.9% | -54.5% | +32.9% |
| All | +432.5% | +1,919.6% | -1,487.1% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling