+26.1%
DECK vs ULTA
+47.1%
-21.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.0% |
| 7D | -2.2% | +9.0% | -11.2% | -6.2% |
| 30D | -13.6% | +4.6% | -18.2% | -15.7% |
| 3M | -21.2% | +22.0% | -43.2% | -28.6% |
| 6M | -21.1% | -14.7% | -6.4% | -16.2% |
| YTD | -17.2% | -6.8% | -10.5% | -16.0% |
| 1Y | -30.7% | +6.5% | -37.3% | -34.3% |
| 3Y | -3.4% | +35.6% | -39.0% | -22.9% |
| All | +26.1% | +47.1% | -21.0% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling