-61.6%
JD vs ULTA
+44.0%
-105.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.1% |
| 7D | -3.0% | -1.8% | -1.2% | -2.5% |
| 30D | -19.3% | -1.2% | -18.1% | -19.1% |
| 3M | -6.0% | +13.4% | -19.4% | -9.7% |
| 6M | +1.8% | -15.6% | +17.4% | +5.9% |
| YTD | -2.6% | -10.4% | +7.9% | -0.9% |
| 1Y | -17.4% | +5.5% | -22.9% | -20.7% |
| 3Y | -8.6% | +31.0% | -39.6% | -23.1% |
| 5Y | -61.6% | +41.8% | -103.4% | -70.9% |
| All | -61.6% | +44.0% | -105.6% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling