+459.9%
DDOG vs ULTA
+139.2%
+320.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | -0.5% |
| 7D | -6.1% | +0.7% | -6.7% | -6.3% |
| 30D | -10.1% | -2.8% | -7.3% | -9.7% |
| 3M | -9.3% | +18.7% | -27.9% | -14.6% |
| 6M | +67.2% | -15.0% | +82.2% | +73.6% |
| YTD | +54.6% | -9.2% | +63.8% | +56.5% |
| 1Y | +54.1% | +5.7% | +48.4% | +47.1% |
| 3Y | +115.3% | +32.8% | +82.5% | +83.5% |
| 5Y | +50.6% | +46.0% | +4.7% | +26.1% |
| All | +459.9% | +139.2% | +320.7% | +357.9% |
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