+112.2%
DT vs ULTA
+55.4%
+56.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.0% |
| 7D | -0.5% | -1.8% | +1.3% | +0.1% |
| 30D | +0.1% | -1.2% | +1.3% | +0.3% |
| 3M | +24.1% | +13.4% | +10.7% | +18.4% |
| 6M | +30.1% | -15.6% | +45.7% | +35.6% |
| YTD | +16.8% | -10.4% | +27.2% | +18.9% |
| 1Y | -0.1% | +5.5% | -5.5% | -4.3% |
| 3Y | +6.8% | +31.0% | -24.1% | -8.7% |
| 5Y | -28.4% | +41.8% | -70.2% | -41.1% |
| All | +112.2% | +55.4% | +56.8% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling