+24.3%
DECK vs ULTA
+68.4%
-44.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +7.4% | +18.7% | -11.3% | -1.0% |
| 3M | -11.7% | +20.5% | -32.1% | -19.5% |
| 6M | -11.0% | +22.0% | -33.0% | -19.5% |
| YTD | -15.4% | +7.4% | -22.8% | -19.7% |
| 1Y | +7.2% | +24.5% | -17.3% | -5.8% |
| 3Y | -11.8% | +68.4% | -80.2% | -37.4% |
| 5Y | +24.3% | +65.8% | -41.5% | -17.0% |
| All | +24.3% | +68.4% | -44.1% | -17.0% |
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 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