-16.3%
A vs ULTA
+39.1%
-55.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -4.6% | -3.9% | -0.7% | -3.5% |
| 30D | -4.3% | -1.1% | -3.2% | -4.1% |
| 3M | +8.9% | +13.8% | -4.8% | +4.6% |
| 6M | +24.5% | -17.2% | +41.8% | +30.1% |
| YTD | +5.8% | -11.5% | +17.3% | +8.2% |
| 1Y | +16.2% | +3.9% | +12.3% | +12.8% |
| 3Y | +28.5% | +29.5% | -1.0% | +11.2% |
| 5Y | -16.3% | +42.9% | -59.2% | -33.3% |
| All | -16.3% | +39.1% | -55.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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