+1,812.9%
ULTA vs DAR
+522.0%
+1,290.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | +9.0% | +1.4% | +7.7% | +8.6% |
| 30D | +4.6% | +12.8% | -8.2% | +0.4% |
| 3M | +22.0% | +7.4% | +14.6% | +18.4% |
| 6M | -14.7% | +22.3% | -37.0% | -20.6% |
| YTD | -6.8% | +81.1% | -87.8% | -22.9% |
| 1Y | +6.5% | +106.5% | -100.0% | -15.9% |
| 3Y | +35.6% | +5.3% | +30.3% | +25.4% |
| 5Y | +47.6% | -11.5% | +59.2% | +38.5% |
| 10Y | +128.9% | +353.3% | -224.4% | +25.2% |
| All | +1,812.9% | +522.0% | +1,290.9% | +587.8% |
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