+46.9%
ULTA vs DD
+56.1%
-9.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.2% |
| 7D | -3.1% | -3.5% | +0.4% | -1.7% |
| 30D | +2.8% | -11.7% | +14.5% | +7.7% |
| 3M | +14.8% | -9.2% | +24.0% | +18.7% |
| 6M | -16.2% | -7.2% | -9.0% | -14.6% |
| YTD | -9.6% | +6.6% | -16.2% | -13.3% |
| 1Y | +4.8% | +32.0% | -27.2% | -8.3% |
| 3Y | +30.7% | +42.1% | -11.4% | +7.9% |
| All | +46.9% | +56.1% | -9.2% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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