+30.9%
DKS vs ULTA
+31.2%
-0.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.5% |
| 7D | -3.0% | -3.1% | +0.1% | -1.6% |
| 30D | -33.4% | +2.8% | -36.2% | -34.3% |
| 3M | -39.4% | +14.8% | -54.1% | -43.3% |
| 6M | -30.1% | -16.2% | -13.9% | -25.2% |
| YTD | -31.0% | -9.6% | -21.3% | -28.9% |
| 1Y | -40.2% | +4.8% | -44.9% | -42.8% |
| 3Y | +30.9% | +30.7% | +0.3% | +2.1% |
| All | +30.9% | +31.2% | -0.3% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling