+46.9%
ULTA vs DTE
+30.3%
+16.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.4% |
| 7D | -3.1% | -2.6% | -0.5% | -2.5% |
| 30D | +2.8% | -4.4% | +7.2% | +3.9% |
| 3M | +14.8% | -8.3% | +23.1% | +17.1% |
| 6M | -16.2% | -8.1% | -8.1% | -14.7% |
| YTD | -9.6% | +4.4% | -14.0% | -11.2% |
| 1Y | +4.8% | +0.2% | +4.6% | +4.0% |
| 3Y | +30.7% | +42.6% | -11.9% | +15.8% |
| All | +46.9% | +30.3% | +16.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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