+25.3%
DG vs ULTA
+6.6%
+18.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | +8.4% | +9.0% | -0.6% | +4.8% |
| 30D | +4.9% | +4.6% | +0.4% | +3.0% |
| 3M | +29.3% | +22.0% | +7.4% | +19.4% |
| 6M | -11.3% | -14.7% | +3.4% | -8.1% |
| YTD | +1.8% | -6.8% | +8.5% | +1.4% |
| 1Y | +25.3% | +6.5% | +18.8% | +16.4% |
| All | +25.3% | +6.6% | +18.7% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling