+57.3%
DRAM vs ULTA
+23.2%
+34.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -3.0% |
| 7D | +18.0% | +0.2% | +17.8% | +18.0% |
| 30D | -17.4% | +12.4% | -29.8% | -14.3% |
| 3M | -20.3% | +22.4% | -42.7% | -14.7% |
| 6M | -14.9% | +28.9% | -43.7% | -6.4% |
| All | +57.3% | +23.2% | +34.1% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling