+117.1%
DDOG vs ULTA
+31.2%
+85.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | +3.9% | -3.1% | +7.0% | +4.6% |
| 30D | -8.2% | +2.8% | -11.0% | -8.9% |
| 3M | -5.6% | +14.8% | -20.3% | -8.9% |
| 6M | +73.5% | -16.2% | +89.7% | +80.3% |
| YTD | +62.7% | -9.6% | +72.3% | +64.6% |
| 1Y | +59.0% | +4.8% | +54.2% | +52.9% |
| 3Y | +117.1% | +30.7% | +86.4% | +62.5% |
| All | +117.1% | +31.2% | +85.9% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling