+475.0%
DINO vs ULTA
+132.3%
+342.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | +2.3% | -3.1% | +5.4% | +3.2% |
| 30D | +22.6% | +2.8% | +19.8% | +21.3% |
| 3M | +55.2% | +14.8% | +40.5% | +47.8% |
| 6M | +93.8% | -16.2% | +110.0% | +101.4% |
| YTD | +139.5% | -9.6% | +149.1% | +143.0% |
| 1Y | +115.3% | +4.8% | +110.5% | +107.0% |
| 3Y | +98.8% | +30.7% | +68.1% | +70.7% |
| 5Y | +333.5% | +45.9% | +287.6% | +243.5% |
| All | +475.0% | +132.3% | +342.7% | +262.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling