-5.2%
DASH vs ULTA
+137.3%
-142.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | -6.0% | +18.2% | -24.3% | -12.6% |
| 3M | -15.8% | +19.7% | -35.4% | -22.4% |
| 6M | +7.0% | +20.5% | -13.5% | -2.1% |
| YTD | -20.7% | +6.6% | -27.2% | -24.3% |
| 1Y | -8.5% | +26.5% | -35.0% | -19.9% |
| 3Y | +101.8% | +67.0% | +34.7% | +41.1% |
| 5Y | -9.6% | +64.5% | -74.1% | -38.2% |
| All | -5.2% | +137.3% | -142.5% | -32.5% |
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