+30.7%
ULTA vs DVA
+89.6%
-58.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -3.1% | -1.3% | -1.7% | -2.9% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | +14.8% | -10.9% | +25.7% | +16.0% |
| 6M | -16.2% | +17.3% | -33.5% | -18.8% |
| YTD | -9.6% | +59.8% | -69.4% | -17.0% |
| 1Y | +4.8% | +36.3% | -31.5% | -1.3% |
| 3Y | +30.7% | +88.6% | -57.9% | +15.7% |
| All | +30.7% | +89.6% | -58.9% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling