+408.4%
DAL vs ULTA
+1,875.7%
-1,467.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | -4.9% | +19.7% | -24.6% | -11.7% |
| 6M | +19.8% | +20.5% | -0.6% | +10.8% |
| YTD | +27.0% | +6.6% | +20.4% | +22.1% |
| 1Y | +52.5% | +26.5% | +26.0% | +36.5% |
| 3Y | +173.8% | +67.0% | +106.8% | +113.9% |
| 5Y | +104.5% | +64.5% | +40.0% | +58.8% |
| 10Y | +129.7% | +182.6% | -52.9% | +37.0% |
| All | +408.4% | +1,875.7% | -1,467.3% | +0.9% |
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