+24.9%
DBX vs ULTA
+163.5%
-138.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | +2.1% | -3.1% | +5.2% | +2.8% |
| 30D | +5.7% | +2.8% | +2.9% | +4.9% |
| 3M | +31.8% | +14.8% | +17.0% | +27.1% |
| 6M | +37.5% | -16.2% | +53.7% | +42.1% |
| YTD | +27.9% | -9.6% | +37.5% | +29.5% |
| 1Y | +15.0% | +4.8% | +10.3% | +11.8% |
| 3Y | +27.2% | +30.7% | -3.5% | +13.5% |
| 5Y | +12.8% | +45.9% | -33.1% | -3.4% |
| All | +24.9% | +163.5% | -138.6% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling