+809.5%
DOV vs ULTA
+1,583.0%
-773.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.6% |
| 7D | +2.5% | +0.7% | +1.9% | +2.3% |
| 30D | -7.5% | -2.8% | -4.7% | -7.0% |
| 3M | -9.7% | +18.7% | -28.4% | -13.9% |
| 6M | -6.1% | -15.0% | +8.9% | -3.0% |
| YTD | +0.5% | -9.2% | +9.7% | +1.9% |
| 1Y | +10.5% | +5.7% | +4.9% | +7.3% |
| 3Y | +41.7% | +32.8% | +8.9% | +26.2% |
| 5Y | +18.4% | +46.0% | -27.5% | +1.0% |
| 10Y | +289.8% | +125.5% | +164.3% | +175.9% |
| All | +809.5% | +1,583.0% | -773.4% | +185.3% |
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