+75.9%
DE vs ULTA
+31.2%
+44.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -2.6% | -3.1% | +0.5% | -2.0% |
| 30D | +9.0% | +2.8% | +6.2% | +8.4% |
| 3M | +19.1% | +14.8% | +4.4% | +15.9% |
| 6M | +14.4% | -16.2% | +30.6% | +17.9% |
| YTD | +45.9% | -9.6% | +55.6% | +48.1% |
| 1Y | +43.6% | +4.8% | +38.8% | +40.7% |
| 3Y | +75.9% | +30.7% | +45.2% | +50.6% |
| All | +75.9% | +31.2% | +44.6% | +50.6% |
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