+54.3%
JD vs ULTA
+566.2%
-511.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | -1.7% | +9.0% | -10.7% | -3.7% |
| 30D | -13.2% | +4.6% | -17.7% | -14.2% |
| 3M | -3.2% | +22.0% | -25.2% | -7.9% |
| 6M | +15.2% | -14.7% | +29.9% | +18.6% |
| YTD | +2.0% | -6.8% | +8.7% | +2.5% |
| 1Y | -5.4% | +6.5% | -11.9% | -8.3% |
| 3Y | -9.1% | +35.6% | -44.7% | -19.3% |
| 5Y | -59.6% | +47.6% | -107.2% | -65.2% |
| 10Y | +26.2% | +128.9% | -102.7% | -10.0% |
| All | +54.3% | +566.2% | -511.9% | -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 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