+176.5%
DLR vs ULTA
+132.3%
+44.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.3% | +1.5% |
| 7D | +0.1% | -3.1% | +3.2% | +0.5% |
| 30D | -4.3% | +2.8% | -7.1% | -4.7% |
| 3M | +3.8% | +14.8% | -10.9% | +1.8% |
| 6M | +5.8% | -16.2% | +22.1% | +7.7% |
| YTD | +23.5% | -9.6% | +33.2% | +24.4% |
| 1Y | +11.1% | +4.8% | +6.3% | +9.6% |
| 3Y | +57.9% | +30.7% | +27.2% | +48.9% |
| 5Y | +44.0% | +45.9% | -1.9% | +33.0% |
| All | +176.5% | +132.3% | +44.2% | +135.2% |
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