-14.1%
DECK vs ULTA
+67.2%
-81.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +7.4% | +18.7% | -11.3% | +0.3% |
| 3M | -11.7% | +20.5% | -32.1% | -18.3% |
| 6M | -11.0% | +22.0% | -33.0% | -18.2% |
| YTD | -15.4% | +7.4% | -22.8% | -19.2% |
| 1Y | +7.2% | +24.5% | -17.3% | -3.9% |
| All | -14.1% | +67.2% | -81.3% | -35.5% |
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 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