+709.4%
ALL vs ULTA
+1,924.4%
-1,215.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | +5.0% | +2.5% | +2.6% | +4.4% |
| 30D | +13.3% | +11.5% | +1.8% | +10.5% |
| 3M | +3.2% | +28.1% | -25.0% | -2.6% |
| 6M | +25.3% | +34.2% | -8.9% | +16.7% |
| YTD | +30.5% | +9.2% | +21.3% | +26.3% |
| 1Y | +29.2% | +23.7% | +5.5% | +21.2% |
| 3Y | +119.1% | +69.2% | +49.9% | +85.0% |
| 5Y | +162.6% | +66.6% | +96.0% | +118.2% |
| 10Y | +378.8% | +176.6% | +202.2% | +224.0% |
| All | +709.4% | +1,924.4% | -1,215.0% | +108.9% |
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