+541.4%
A vs ULTA
+1,583.0%
-1,041.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -2.0% |
| 7D | -2.1% | +0.7% | -2.7% | -2.2% |
| 30D | +0.6% | -2.8% | +3.4% | +1.1% |
| 3M | +10.9% | +18.7% | -7.8% | +6.3% |
| 6M | +28.2% | -15.0% | +43.2% | +32.2% |
| YTD | +8.6% | -9.2% | +17.8% | +10.1% |
| 1Y | +15.5% | +5.7% | +9.9% | +12.7% |
| 3Y | +31.8% | +32.8% | -1.0% | +19.2% |
| 5Y | -14.9% | +46.0% | -60.8% | -25.6% |
| 10Y | +237.8% | +125.5% | +112.3% | +145.5% |
| All | +541.4% | +1,583.0% | -1,041.5% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling