+1,762.4%
ULTA vs DD
+184.4%
+1,578.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -2.8% | -7.4% | +4.6% | +0.6% |
| 3M | +18.7% | -6.4% | +25.1% | +21.9% |
| 6M | -15.0% | -2.5% | -12.6% | -15.0% |
| YTD | -9.2% | +10.2% | -19.5% | -14.8% |
| 1Y | +5.7% | +36.9% | -31.3% | -11.1% |
| 3Y | +32.8% | +47.0% | -14.3% | +4.4% |
| 5Y | +46.0% | +63.1% | -17.2% | +6.5% |
| 10Y | +125.5% | +68.2% | +57.3% | +46.5% |
| All | +1,762.4% | +184.4% | +1,578.0% | +851.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling