+1,318.3%
DECK vs ULTA
+1,924.5%
-606.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.9% | +4.5% |
| 7D | +10.4% | +6.7% | +3.7% | +7.8% |
| 30D | +11.1% | +21.7% | -10.6% | +3.2% |
| 3M | -10.8% | +21.5% | -32.3% | -17.3% |
| 6M | -8.7% | +27.5% | -36.3% | -17.0% |
| YTD | -14.0% | +9.2% | -23.2% | -17.8% |
| 1Y | +12.0% | +27.9% | -15.8% | +0.8% |
| 3Y | -10.5% | +71.2% | -81.7% | -29.6% |
| 5Y | +28.5% | +73.4% | -44.9% | -0.1% |
| 10Y | +923.3% | +189.6% | +733.7% | +500.6% |
| All | +1,318.3% | +1,924.5% | -606.2% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling