-37.7%
DG vs ULTA
+44.7%
-82.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.7% |
| 7D | -6.5% | -3.1% | -3.4% | -5.6% |
| 30D | +4.2% | +2.8% | +1.4% | +3.3% |
| 3M | +9.5% | +14.8% | -5.3% | +5.3% |
| 6M | -13.1% | -16.2% | +3.1% | -9.6% |
| YTD | -4.8% | -9.6% | +4.8% | -3.1% |
| 1Y | +20.6% | +4.8% | +15.8% | +18.1% |
| 3Y | +4.9% | +30.7% | -25.7% | -6.5% |
| All | -37.7% | +44.7% | -82.4% | -48.7% |
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