-9.5%
DVN vs ULTA
+1,541.3%
-1,550.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.4% |
| 7D | +2.5% | -3.9% | +6.4% | +3.6% |
| 30D | +10.2% | -1.1% | +11.2% | +10.2% |
| 3M | +8.1% | +13.8% | -5.7% | +3.7% |
| 6M | +15.9% | -17.2% | +33.1% | +20.0% |
| YTD | +38.2% | -11.5% | +49.7% | +40.2% |
| 1Y | +44.5% | +3.9% | +40.6% | +39.7% |
| 3Y | +5.1% | +29.5% | -24.3% | -7.6% |
| 5Y | +124.3% | +42.9% | +81.4% | +88.4% |
| 10Y | +65.9% | +124.4% | -58.5% | +19.8% |
| All | -9.5% | +1,541.3% | -1,550.8% | -63.1% |
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