-14.9%
DASH vs ULTA
+6.6%
-21.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -5.0% |
| 7D | -10.6% | +9.0% | -19.6% | -12.7% |
| 30D | +2.2% | +4.6% | -2.4% | +0.8% |
| 3M | +32.3% | +22.0% | +10.3% | +25.0% |
| 6M | +19.1% | -14.7% | +33.8% | +22.0% |
| YTD | -6.5% | -6.8% | +0.2% | -7.4% |
| 1Y | -14.9% | +6.5% | -21.4% | -18.6% |
| All | -14.9% | +6.6% | -21.5% | -18.6% |
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 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