+7.4%
DASH vs ULTA
+47.1%
-39.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -5.2% |
| 7D | -10.6% | +9.0% | -19.6% | -14.2% |
| 30D | +2.2% | +4.6% | -2.4% | -0.4% |
| 3M | +32.3% | +22.0% | +10.3% | +19.8% |
| 6M | +19.1% | -14.7% | +33.8% | +26.5% |
| YTD | -6.5% | -6.8% | +0.2% | -5.5% |
| 1Y | -14.9% | +6.5% | -21.4% | -20.1% |
| 3Y | +151.9% | +35.6% | +116.3% | +89.5% |
| All | +7.4% | +47.1% | -39.7% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling