-12.2%
DASH vs ULTA
+23.6%
-35.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -10.6% | +12.4% | -23.1% | -13.0% |
| 3M | -18.8% | +22.4% | -41.2% | -22.6% |
| 6M | +11.2% | +28.9% | -17.6% | +3.9% |
| YTD | -23.8% | +7.6% | -31.4% | -26.9% |
| 1Y | -12.2% | +21.6% | -33.8% | -17.4% |
| All | -12.2% | +23.6% | -35.8% | -17.4% |
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