+480.3%
DKS vs ULTA
+1,541.3%
-1,060.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.3% |
| 7D | -4.7% | -3.9% | -0.9% | -3.3% |
| 30D | -35.1% | -1.1% | -34.0% | -34.9% |
| 3M | -37.7% | +13.8% | -51.5% | -41.0% |
| 6M | -30.7% | -17.2% | -13.5% | -26.2% |
| YTD | -31.9% | -11.5% | -20.5% | -29.4% |
| 1Y | -40.0% | +3.9% | -43.9% | -41.8% |
| 3Y | +28.4% | +29.5% | -1.1% | +11.8% |
| 5Y | +12.4% | +42.9% | -30.5% | -5.3% |
| 10Y | +197.8% | +124.4% | +73.5% | +99.9% |
| All | +480.3% | +1,541.3% | -1,060.9% | +22.0% |
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 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