+1,145.9%
DELL vs ULTA
+44.7%
+1,101.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.1% | +9.9% | +11.4% |
| 7D | +8.2% | -3.1% | +11.3% | +9.1% |
| 30D | +17.1% | +2.8% | +14.3% | +16.1% |
| 3M | +45.2% | +14.8% | +30.4% | +39.1% |
| 6M | +286.8% | -16.2% | +303.0% | +303.3% |
| YTD | +354.8% | -9.6% | +364.4% | +361.0% |
| 1Y | +358.3% | +4.8% | +353.5% | +340.8% |
| 3Y | +724.9% | +30.7% | +694.2% | +591.7% |
| All | +1,145.9% | +44.7% | +1,101.3% | +844.7% |
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