+6.0%
DT vs ULTA
+28.6%
-22.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.8% |
| 7D | -2.5% | -3.9% | +1.3% | -1.8% |
| 30D | +3.5% | -1.1% | +4.6% | +3.6% |
| 3M | +26.7% | +13.8% | +12.9% | +23.0% |
| 6M | +36.1% | -17.2% | +53.4% | +40.7% |
| YTD | +18.6% | -11.5% | +30.1% | +20.4% |
| 1Y | +7.9% | +3.9% | +4.0% | +4.8% |
| All | +6.0% | +28.6% | -22.5% | -8.0% |
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