+114.3%
ALL vs ULTA
+44.7%
+69.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -2.3% | -3.1% | +0.8% | -1.9% |
| 30D | -0.4% | +2.8% | -3.2% | -0.8% |
| 3M | +16.0% | +14.8% | +1.3% | +14.0% |
| 6M | +24.6% | -16.2% | +40.8% | +26.7% |
| YTD | +23.7% | -9.6% | +33.3% | +24.4% |
| 1Y | +27.7% | +4.8% | +23.0% | +25.7% |
| 3Y | +150.2% | +30.7% | +119.5% | +133.1% |
| All | +114.3% | +44.7% | +69.6% | +90.0% |
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