+325.2%
DIS vs ULTA
+1,935.9%
-1,610.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.4% | +4.6% | -0.2% | +3.3% |
| 30D | +10.3% | +16.5% | -6.2% | +6.3% |
| 3M | +15.5% | +21.1% | -5.6% | +10.1% |
| 6M | +11.2% | +27.4% | -16.2% | +4.4% |
| YTD | +5.6% | +9.8% | -4.2% | +2.1% |
| 1Y | +7.7% | +28.6% | -20.9% | 0.0% |
| 3Y | +39.3% | +70.5% | -31.2% | +17.9% |
| 5Y | -29.5% | +69.8% | -99.3% | -40.8% |
| 10Y | +36.3% | +180.8% | -144.6% | -4.4% |
| All | +325.2% | +1,935.9% | -1,610.7% | +39.6% |
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