+19.8%
DDOG vs ULTA
+27.7%
-7.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.1% | -18.5% | -13.8% |
| 7D | -32.2% | +6.7% | -38.9% | -31.5% |
| 30D | -31.7% | +21.7% | -53.5% | -30.0% |
| 3M | -34.5% | +21.5% | -56.0% | -32.8% |
| 6M | +28.7% | +27.5% | +1.1% | +32.1% |
| YTD | +38.8% | +9.2% | +29.6% | +41.0% |
| 1Y | +19.8% | +27.9% | -8.1% | +31.8% |
| All | +19.8% | +27.7% | -7.9% | +31.8% |
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