+861.5%
DLR vs ULTA
+1,583.0%
-721.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.2% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | -2.2% | -2.8% | +0.6% | -1.8% |
| 3M | +4.7% | +18.7% | -13.9% | +0.6% |
| 6M | +9.0% | -15.0% | +24.0% | +12.0% |
| YTD | +24.1% | -9.2% | +33.4% | +25.5% |
| 1Y | +20.9% | +5.7% | +15.3% | +17.9% |
| 3Y | +60.0% | +32.8% | +27.3% | +44.5% |
| 5Y | +35.3% | +46.0% | -10.7% | +17.3% |
| 10Y | +165.8% | +125.5% | +40.3% | +86.4% |
| All | +861.5% | +1,583.0% | -721.4% | +121.5% |
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