+781.3%
DECK vs ULTA
+180.0%
+601.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +4.9% | +16.1% | -11.3% | -1.6% |
| 3M | -5.8% | +21.7% | -27.6% | -13.6% |
| 6M | -8.6% | +28.7% | -37.3% | -18.3% |
| YTD | -14.7% | +8.9% | -23.7% | -19.0% |
| 1Y | +6.9% | +26.1% | -19.2% | -5.0% |
| 3Y | -16.2% | +69.1% | -85.3% | -36.6% |
| 5Y | +25.3% | +66.6% | -41.4% | -5.8% |
| 10Y | +781.3% | +175.9% | +605.4% | +367.0% |
| All | +781.3% | +180.0% | +601.3% | +367.0% |
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 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