+489.1%
DDOG vs ULTA
+138.1%
+351.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.9% |
| 7D | +3.9% | -3.1% | +7.0% | +4.8% |
| 30D | -8.2% | +2.8% | -11.0% | -9.3% |
| 3M | -5.6% | +14.8% | -20.3% | -10.2% |
| 6M | +73.5% | -16.2% | +89.7% | +81.0% |
| YTD | +62.7% | -9.6% | +72.3% | +64.8% |
| 1Y | +59.0% | +4.8% | +54.2% | +52.1% |
| 3Y | +117.1% | +30.7% | +86.4% | +86.0% |
| 5Y | +61.3% | +45.9% | +15.4% | +35.1% |
| All | +489.1% | +138.1% | +351.0% | +382.3% |
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 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