+52.4%
JD vs ULTA
+680.2%
-627.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | -4.1% | +2.5% | -6.6% | -4.7% |
| 30D | +4.6% | +11.5% | -6.9% | +1.8% |
| 3M | -4.7% | +28.1% | -32.9% | -10.4% |
| 6M | -17.4% | +34.2% | -51.6% | -23.4% |
| YTD | +0.7% | +9.2% | -8.5% | -2.7% |
| 1Y | -5.9% | +23.7% | -29.6% | -12.0% |
| 3Y | +18.9% | +69.2% | -50.3% | -0.1% |
| 5Y | -62.9% | +66.6% | -129.6% | -69.0% |
| 10Y | +32.5% | +176.6% | -144.1% | -9.7% |
| All | +52.4% | +680.2% | -627.8% | -16.4% |
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