+6.5%
ULTA vs DVA
+35.1%
-28.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +9.0% | +1.8% | +7.2% | +8.9% |
| 30D | +4.6% | -2.5% | +7.1% | +4.7% |
| 3M | +22.0% | -4.3% | +26.2% | +21.9% |
| 6M | -14.7% | +18.9% | -33.6% | -16.2% |
| YTD | -6.8% | +61.9% | -68.7% | -10.5% |
| 1Y | +6.5% | +35.7% | -29.2% | -0.3% |
| All | +6.5% | +35.1% | -28.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling