+63.8%
DIA vs ULTA
+39.1%
+24.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -3.0% | -3.9% | +0.8% | -2.3% |
| 30D | -3.0% | -1.1% | -1.9% | -2.9% |
| 3M | +4.5% | +13.8% | -9.3% | +1.7% |
| 6M | +9.8% | -17.2% | +27.0% | +13.1% |
| YTD | +9.3% | -11.5% | +20.8% | +11.0% |
| 1Y | +16.0% | +3.9% | +12.1% | +13.6% |
| 3Y | +57.7% | +29.5% | +28.3% | +42.6% |
| 5Y | +63.8% | +42.9% | +20.9% | +38.0% |
| All | +63.8% | +39.1% | +24.6% | +38.0% |
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