+61.7%
DDOG vs ULTA
+39.1%
+22.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.1% |
| 7D | +3.2% | -3.9% | +7.1% | +5.0% |
| 30D | -10.2% | -1.1% | -9.1% | -10.2% |
| 3M | -2.6% | +13.8% | -16.4% | -9.3% |
| 6M | +80.1% | -17.2% | +97.4% | +93.0% |
| YTD | +63.0% | -11.5% | +74.5% | +67.4% |
| 1Y | +59.4% | +3.9% | +55.5% | +48.1% |
| 3Y | +127.0% | +29.5% | +97.6% | +69.4% |
| 5Y | +61.7% | +42.9% | +18.8% | +6.0% |
| All | +61.7% | +39.1% | +22.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling