+851.5%
DE vs ULTA
+132.3%
+719.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.9% |
| 7D | -2.6% | -3.1% | +0.5% | -1.7% |
| 30D | +9.0% | +2.8% | +6.2% | +8.0% |
| 3M | +19.1% | +14.8% | +4.4% | +14.0% |
| 6M | +14.4% | -16.2% | +30.6% | +19.0% |
| YTD | +45.9% | -9.6% | +55.6% | +48.3% |
| 1Y | +43.6% | +4.8% | +38.8% | +38.7% |
| 3Y | +75.9% | +30.7% | +45.2% | +53.3% |
| 5Y | +98.8% | +45.9% | +52.9% | +62.8% |
| All | +851.5% | +132.3% | +719.2% | +523.4% |
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