-15.1%
DECK vs ULTA
+65.9%
-81.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.9% |
| 3M | -11.4% | +19.7% | -31.1% | -17.8% |
| 6M | -16.6% | +20.5% | -37.1% | -23.0% |
| YTD | -16.4% | +6.6% | -22.9% | -19.9% |
| 1Y | +8.6% | +26.5% | -17.8% | -3.3% |
| 3Y | -15.1% | +67.0% | -82.2% | -36.0% |
| All | -15.1% | +65.9% | -81.0% | -36.0% |
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 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