+46.0%
B vs ULTA
+1,628.6%
-1,582.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -1.6% | +9.0% | -10.6% | -2.2% |
| 30D | +9.4% | +4.6% | +4.9% | +9.1% |
| 3M | +5.0% | +22.0% | -17.0% | +3.6% |
| 6M | -3.5% | -14.7% | +11.2% | -2.7% |
| YTD | +4.5% | -6.8% | +11.2% | +4.7% |
| 1Y | +67.8% | +6.5% | +61.2% | +66.7% |
| 3Y | +196.7% | +35.6% | +161.1% | +188.3% |
| 5Y | +151.9% | +47.6% | +104.3% | +142.1% |
| 10Y | +202.2% | +128.9% | +73.3% | +173.0% |
| All | +46.0% | +1,628.6% | -1,582.6% | +3.5% |
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