+4,782.6%
DELL vs ULTA
+104.1%
+4,678.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +8.7% | -1.8% | +10.5% | +9.3% |
| 30D | +16.9% | -1.2% | +18.1% | +17.0% |
| 3M | +40.4% | +13.4% | +27.0% | +34.8% |
| 6M | +267.1% | -15.6% | +282.7% | +279.9% |
| YTD | +329.1% | -10.4% | +339.5% | +335.0% |
| 1Y | +346.9% | +5.5% | +341.5% | +330.2% |
| 3Y | +696.6% | +31.0% | +665.7% | +593.2% |
| 5Y | +1,106.2% | +41.8% | +1,064.4% | +908.1% |
| 10Y | +4,177.7% | +127.0% | +4,050.8% | +2,767.5% |
| All | +4,782.6% | +104.1% | +4,678.5% | +3,268.7% |
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 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