+2,140.3%
ULTA vs DAR
+434.3%
+1,706.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +2.5% | +11.6% | -9.1% | -0.8% |
| 30D | +11.5% | -10.2% | +21.8% | +14.6% |
| 3M | +28.1% | -14.8% | +43.0% | +33.1% |
| 6M | +34.2% | -10.1% | +44.3% | +36.3% |
| YTD | +9.2% | +55.5% | -46.3% | -6.1% |
| 1Y | +23.7% | +61.7% | -37.9% | +5.0% |
| 3Y | +69.2% | +37.2% | +32.0% | +43.8% |
| 5Y | +66.6% | -26.9% | +93.5% | +65.2% |
| 10Y | +176.6% | +314.4% | -137.9% | +54.8% |
| All | +2,140.3% | +434.3% | +1,706.0% | +736.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling