+15.5%
DKS vs ULTA
+44.7%
-29.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.3% |
| 7D | -3.0% | -3.1% | +0.1% | -1.2% |
| 30D | -33.4% | +2.8% | -36.2% | -34.6% |
| 3M | -39.4% | +14.8% | -54.1% | -44.2% |
| 6M | -30.1% | -16.2% | -13.9% | -24.1% |
| YTD | -31.0% | -9.6% | -21.3% | -28.5% |
| 1Y | -40.2% | +4.8% | -44.9% | -43.5% |
| 3Y | +30.9% | +30.7% | +0.3% | +1.3% |
| All | +15.5% | +44.7% | -29.1% | -23.0% |
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