+484.8%
DIA vs ULTA
+1,583.0%
-1,098.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.6% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -2.1% | -2.8% | +0.8% | -1.7% |
| 3M | +4.2% | +18.7% | -14.5% | +0.5% |
| 6M | +11.9% | -15.0% | +26.9% | +14.6% |
| YTD | +10.8% | -9.2% | +20.0% | +11.9% |
| 1Y | +17.5% | +5.7% | +11.9% | +14.9% |
| 3Y | +59.9% | +32.8% | +27.2% | +46.4% |
| 5Y | +64.1% | +46.0% | +18.2% | +45.2% |
| 10Y | +246.2% | +125.5% | +120.7% | +166.1% |
| All | +484.8% | +1,583.0% | -1,098.2% | +149.8% |
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 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