+40.5%
ALL vs ULTA
+27.7%
+12.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.7% |
| 7D | +7.5% | +6.7% | +0.8% | +7.2% |
| 30D | +19.7% | +21.7% | -2.0% | +19.1% |
| 3M | +2.9% | +21.5% | -18.6% | +2.3% |
| 6M | +23.5% | +27.5% | -4.0% | +22.4% |
| YTD | +31.1% | +9.2% | +21.9% | +30.0% |
| 1Y | +40.5% | +27.9% | +12.6% | +39.3% |
| All | +40.5% | +27.7% | +12.8% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling