+199.6%
DKS vs ULTA
+132.3%
+67.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.3% |
| 7D | -2.0% | -3.1% | +1.0% | -0.4% |
| 30D | -32.7% | +2.8% | -35.5% | -33.9% |
| 3M | -38.8% | +14.8% | -53.6% | -43.3% |
| 6M | -29.4% | -16.2% | -13.2% | -23.8% |
| YTD | -30.3% | -9.6% | -20.7% | -27.9% |
| 1Y | -39.6% | +4.8% | -44.4% | -42.4% |
| 3Y | +32.2% | +30.7% | +1.5% | +7.6% |
| 5Y | +15.1% | +45.9% | -30.8% | -11.8% |
| All | +199.6% | +132.3% | +67.3% | +69.6% |
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 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