-41.7%
DIS vs ULTA
+46.0%
-87.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.5% |
| 7D | -1.1% | +0.7% | -1.7% | -1.3% |
| 30D | +0.1% | -2.8% | +3.0% | +0.8% |
| 3M | +7.1% | +18.7% | -11.6% | +1.4% |
| 6M | +4.3% | -15.0% | +19.3% | +8.3% |
| YTD | -6.9% | -9.2% | +2.3% | -5.5% |
| 1Y | -10.3% | +5.7% | -16.0% | -13.7% |
| 3Y | +32.8% | +32.8% | +0.1% | +13.2% |
| All | -41.7% | +46.0% | -87.7% | -54.9% |
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