+114.1%
DT vs ULTA
+56.8%
+57.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.3% |
| 7D | -1.6% | -3.1% | +1.5% | -0.6% |
| 30D | +3.0% | +2.8% | +0.2% | +2.0% |
| 3M | +26.5% | +14.8% | +11.7% | +20.2% |
| 6M | +35.9% | -16.2% | +52.2% | +42.0% |
| YTD | +17.8% | -9.6% | +27.5% | +19.6% |
| 1Y | +4.1% | +4.8% | -0.7% | -0.1% |
| 3Y | +5.3% | +30.7% | -25.4% | -10.0% |
| 5Y | -27.2% | +45.9% | -73.0% | -40.7% |
| All | +114.1% | +56.8% | +57.3% | +49.5% |
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