+880.1%
DLTR vs ULTA
+1,541.3%
-661.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.5% |
| 7D | -9.4% | -3.9% | -5.6% | -8.7% |
| 30D | -7.3% | -1.1% | -6.3% | -7.2% |
| 3M | +7.6% | +13.8% | -6.2% | +4.7% |
| 6M | +1.6% | -17.2% | +18.8% | +5.2% |
| YTD | -3.5% | -11.5% | +7.9% | -1.5% |
| 1Y | +20.0% | +3.9% | +16.1% | +18.6% |
| 3Y | +2.3% | +29.5% | -27.2% | -4.7% |
| 5Y | +31.5% | +42.9% | -11.4% | +19.3% |
| 10Y | +45.4% | +124.4% | -79.0% | +14.8% |
| All | +880.1% | +1,541.3% | -661.2% | +418.4% |
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