+18.7%
DBX vs ULTA
+164.7%
-146.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | -2.9% | -2.8% | -0.1% | -2.4% |
| 3M | +23.8% | +18.7% | +5.2% | +18.5% |
| 6M | +26.2% | -15.0% | +41.2% | +30.1% |
| YTD | +21.6% | -9.2% | +30.8% | +23.0% |
| 1Y | +11.4% | +5.7% | +5.8% | +8.1% |
| 3Y | +21.3% | +32.8% | -11.5% | +7.8% |
| 5Y | +6.7% | +46.0% | -39.3% | -8.6% |
| All | +18.7% | +164.7% | -146.0% | -21.2% |
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