+199.9%
B vs ULTA
+127.6%
+72.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.5% |
| 7D | -5.0% | -3.9% | -1.2% | -4.8% |
| 30D | +8.7% | -1.1% | +9.8% | +8.8% |
| 3M | +17.3% | +13.8% | +3.5% | +16.4% |
| 6M | -5.0% | -17.2% | +12.2% | -4.2% |
| YTD | +1.4% | -11.5% | +12.9% | +2.0% |
| 1Y | +50.5% | +3.9% | +46.6% | +50.1% |
| 3Y | +194.4% | +29.5% | +164.9% | +188.8% |
| 5Y | +156.7% | +42.9% | +113.8% | +150.4% |
| All | +199.9% | +127.6% | +72.3% | +173.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling