+24.7%
DECK vs ULTA
+65.2%
-40.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.0% |
| 7D | +0.1% | +2.5% | -2.3% | -1.0% |
| 30D | +4.8% | +11.5% | -6.7% | -0.4% |
| 3M | -6.9% | +28.1% | -35.1% | -17.5% |
| 6M | -7.6% | +34.2% | -41.8% | -20.1% |
| YTD | -16.3% | +9.2% | -25.5% | -21.1% |
| 1Y | +4.5% | +23.7% | -19.3% | -7.9% |
| 3Y | -17.1% | +69.2% | -86.3% | -41.2% |
| All | +24.7% | +65.2% | -40.5% | -16.3% |
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