+42.9%
ULTA vs DAR
-6.7%
+49.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.8% |
| 7D | -3.9% | +0.9% | -4.8% | -4.1% |
| 30D | -1.1% | +6.4% | -7.5% | -2.7% |
| 3M | +13.8% | +13.2% | +0.5% | +9.9% |
| 6M | -17.2% | +26.2% | -43.4% | -22.3% |
| YTD | -11.5% | +84.4% | -95.8% | -24.2% |
| 1Y | +3.9% | +112.0% | -108.1% | -14.6% |
| 3Y | +29.5% | +13.4% | +16.1% | +20.3% |
| 5Y | +42.9% | -6.0% | +48.9% | +30.6% |
| All | +42.9% | -6.7% | +49.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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