-26.7%
DPZ vs ULTA
+5.8%
-32.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -1.5% |
| 7D | -1.5% | +0.7% | -2.1% | -1.5% |
| 30D | -4.4% | -2.8% | -1.6% | -4.3% |
| 3M | +7.6% | +18.7% | -11.0% | +6.1% |
| 6M | -16.9% | -15.0% | -1.9% | -19.1% |
| YTD | -18.6% | -9.2% | -9.4% | -20.8% |
| 1Y | -26.7% | +5.7% | -32.3% | -29.8% |
| All | -26.7% | +5.8% | -32.5% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling