+338.1%
DRI vs ULTA
+127.6%
+210.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -4.8% | -3.9% | -1.0% | -3.1% |
| 30D | -5.2% | -1.1% | -4.1% | -5.1% |
| 3M | +2.7% | +13.8% | -11.0% | -4.2% |
| 6M | +3.6% | -17.2% | +20.9% | +11.1% |
| YTD | +15.4% | -11.5% | +26.9% | +19.6% |
| 1Y | +1.3% | +3.9% | -2.7% | -3.9% |
| 3Y | +53.1% | +29.5% | +23.6% | +22.0% |
| 5Y | +64.6% | +42.9% | +21.7% | +17.9% |
| All | +338.1% | +127.6% | +210.5% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling