+126.0%
DUK vs ULTA
+132.3%
-6.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.2% |
| 7D | -0.7% | -3.1% | +2.4% | -0.3% |
| 30D | -2.4% | +2.8% | -5.2% | -2.8% |
| 3M | -3.0% | +14.8% | -17.8% | -4.6% |
| 6M | -6.6% | -16.2% | +9.7% | -5.1% |
| YTD | +4.6% | -9.6% | +14.2% | +5.1% |
| 1Y | +1.2% | +4.8% | -3.5% | -0.2% |
| 3Y | +45.7% | +30.7% | +15.0% | +37.4% |
| 5Y | +40.3% | +45.9% | -5.6% | +27.9% |
| All | +126.0% | +132.3% | -6.3% | +79.4% |
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