+8.6%
DECK vs ULTA
+25.8%
-17.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +5.8% | +0.7% | +5.1% | +5.5% |
| 30D | +7.9% | +18.2% | -10.3% | +1.0% |
| 3M | -11.4% | +19.7% | -31.1% | -17.6% |
| 6M | -16.6% | +20.5% | -37.1% | -23.3% |
| YTD | -16.4% | +6.6% | -22.9% | -21.3% |
| 1Y | +8.6% | +26.5% | -17.8% | -4.5% |
| All | +8.6% | +25.8% | -17.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling