+4.1%
DASH vs ULTA
+99.4%
-95.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -12.8% | -1.8% | -11.0% | -12.1% |
| 30D | -6.0% | -1.2% | -4.8% | -5.8% |
| 3M | +26.7% | +13.4% | +13.3% | +19.4% |
| 6M | +11.7% | -15.6% | +27.3% | +18.6% |
| YTD | -12.9% | -10.4% | -2.5% | -10.4% |
| 1Y | -23.1% | +5.5% | -28.6% | -27.0% |
| 3Y | +140.0% | +31.0% | +109.1% | +89.9% |
| 5Y | -5.1% | +41.8% | -46.9% | -30.3% |
| All | +4.1% | +99.4% | -95.3% | -20.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling