+877.2%
DECK vs ULTA
+178.2%
+699.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +5.8% | +0.7% | +5.1% | +5.5% |
| 30D | +7.9% | +18.2% | -10.3% | +0.4% |
| 3M | -11.4% | +19.7% | -31.1% | -18.3% |
| 6M | -16.6% | +20.5% | -37.1% | -23.3% |
| YTD | -16.4% | +6.6% | -22.9% | -19.8% |
| 1Y | +8.6% | +26.5% | -17.8% | -3.5% |
| 3Y | -15.1% | +67.0% | -82.2% | -35.5% |
| 5Y | +22.9% | +64.5% | -41.7% | -7.1% |
| All | +877.2% | +178.2% | +699.0% | +404.5% |
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 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