+15.0%
DBX vs ULTA
+5.8%
+9.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.3% |
| 7D | +2.1% | -3.1% | +5.2% | +2.3% |
| 30D | +5.7% | +2.8% | +2.9% | +5.4% |
| 3M | +31.8% | +14.8% | +17.0% | +30.4% |
| 6M | +37.5% | -16.2% | +53.7% | +38.6% |
| YTD | +27.9% | -9.6% | +37.5% | +27.1% |
| 1Y | +15.0% | +4.8% | +10.3% | +10.3% |
| All | +15.0% | +5.8% | +9.3% | +10.3% |
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