+17.1%
JD vs ULTA
+67.3%
-50.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -4.0% | +0.2% | -4.2% | -4.1% |
| 30D | +2.7% | +12.4% | -9.8% | +0.5% |
| 3M | -13.0% | +22.4% | -35.4% | -16.1% |
| 6M | -12.7% | +28.9% | -41.6% | -16.7% |
| YTD | -0.8% | +7.6% | -8.4% | -3.0% |
| 1Y | -8.9% | +21.6% | -30.5% | -13.3% |
| All | +17.1% | +67.3% | -50.2% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling