-39.6%
DKS vs ULTA
+5.8%
-45.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.6% |
| 7D | -2.0% | -3.1% | +1.0% | -0.8% |
| 30D | -32.7% | +2.8% | -35.5% | -33.5% |
| 3M | -38.8% | +14.8% | -53.6% | -42.2% |
| 6M | -29.4% | -16.2% | -13.2% | -26.0% |
| YTD | -30.3% | -9.6% | -20.7% | -29.6% |
| 1Y | -39.6% | +4.8% | -44.4% | -43.6% |
| All | -39.6% | +5.8% | -45.4% | -43.6% |
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 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