+16.5%
JD vs ULTA
+132.3%
-115.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -0.3% |
| 7D | -4.2% | -3.1% | -1.2% | -3.6% |
| 30D | -14.4% | +2.8% | -17.2% | -15.0% |
| 3M | -3.6% | +14.8% | -18.3% | -6.7% |
| 6M | -0.3% | -16.2% | +15.9% | +2.8% |
| YTD | -2.4% | -9.6% | +7.3% | -1.2% |
| 1Y | -18.5% | +4.8% | -23.3% | -20.6% |
| 3Y | -7.0% | +30.7% | -37.7% | -16.2% |
| 5Y | -61.7% | +45.9% | -107.6% | -66.6% |
| All | +16.5% | +132.3% | -115.8% | -12.0% |
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