+67.3%
DVN vs ULTA
+132.3%
-65.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.4% |
| 7D | +4.5% | -3.1% | +7.6% | +5.7% |
| 30D | +12.0% | +2.8% | +9.2% | +10.3% |
| 3M | +13.4% | +14.8% | -1.4% | +6.2% |
| 6M | +12.1% | -16.2% | +28.3% | +17.6% |
| YTD | +38.8% | -9.6% | +48.4% | +40.4% |
| 1Y | +46.0% | +4.8% | +41.3% | +37.6% |
| 3Y | +9.5% | +30.7% | -21.2% | -12.3% |
| 5Y | +125.3% | +45.9% | +79.4% | +62.6% |
| All | +67.3% | +132.3% | -65.0% | -11.3% |
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 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