+6.5%
DRI vs ULTA
+6.6%
-0.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +0.6% | +9.0% | -8.4% | -1.0% |
| 30D | +3.8% | +4.6% | -0.7% | +2.9% |
| 3M | +13.0% | +22.0% | -9.0% | +8.4% |
| 6M | +8.3% | -14.7% | +23.0% | +10.0% |
| YTD | +20.6% | -6.8% | +27.4% | +21.3% |
| 1Y | +6.5% | +6.5% | -0.1% | +3.2% |
| All | +6.5% | +6.6% | -0.2% | +3.2% |
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