+396.0%
DUK vs ULTA
+1,541.3%
-1,145.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.8% |
| 7D | -1.7% | -3.9% | +2.2% | -1.3% |
| 30D | -2.2% | -1.1% | -1.2% | -2.2% |
| 3M | -3.7% | +13.8% | -17.5% | -4.9% |
| 6M | -6.3% | -17.2% | +10.9% | -5.1% |
| YTD | +4.5% | -11.5% | +16.0% | +5.2% |
| 1Y | +1.8% | +3.9% | -2.1% | +0.8% |
| 3Y | +46.8% | +29.5% | +17.4% | +40.6% |
| 5Y | +40.2% | +42.9% | -2.7% | +31.6% |
| 10Y | +129.8% | +124.4% | +5.4% | +98.8% |
| All | +396.0% | +1,541.3% | -1,145.3% | +220.3% |
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