-7.7%
DIS vs ULTA
+5.8%
-13.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | +1.2% | -3.1% | +4.3% | +1.6% |
| 30D | +3.2% | +2.8% | +0.4% | +2.7% |
| 3M | +7.0% | +14.8% | -7.8% | +4.7% |
| 6M | +6.4% | -16.2% | +22.6% | +7.4% |
| YTD | -5.6% | -9.6% | +4.0% | -5.5% |
| 1Y | -7.7% | +4.8% | -12.4% | -10.3% |
| All | -7.7% | +5.8% | -13.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling