+1,716.3%
ULTA vs DTE
+577.0%
+1,139.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.4% |
| 7D | -3.9% | -2.0% | -1.9% | -2.7% |
| 30D | -1.1% | -2.4% | +1.3% | +0.2% |
| 3M | +13.8% | -7.3% | +21.1% | +18.5% |
| 6M | -17.2% | -7.6% | -9.6% | -14.1% |
| YTD | -11.5% | +5.8% | -17.3% | -15.4% |
| 1Y | +3.9% | +2.3% | +1.6% | +1.0% |
| 3Y | +29.5% | +45.0% | -15.5% | -0.7% |
| 5Y | +42.9% | +33.2% | +9.7% | +12.6% |
| 10Y | +124.4% | +141.4% | -17.0% | +17.7% |
| All | +1,716.3% | +577.0% | +1,139.3% | +439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling