+3.6%
DG vs ULTA
+28.6%
-25.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.0% |
| 7D | -6.3% | -3.9% | -2.4% | -5.4% |
| 30D | +2.4% | -1.1% | +3.5% | +2.7% |
| 3M | +12.4% | +13.8% | -1.4% | +9.1% |
| 6M | -14.9% | -17.2% | +2.3% | -12.3% |
| YTD | -6.1% | -11.5% | +5.4% | -4.4% |
| 1Y | +17.9% | +3.9% | +14.0% | +16.4% |
| All | +3.6% | +28.6% | -25.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling