+292.4%
C vs ULTA
+132.3%
+160.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.5% |
| 7D | +0.8% | -3.1% | +3.9% | +1.9% |
| 30D | +0.9% | +2.8% | -1.9% | -0.4% |
| 3M | +1.1% | +14.8% | -13.7% | -4.6% |
| 6M | +28.4% | -16.2% | +44.6% | +34.9% |
| YTD | +20.8% | -9.6% | +30.4% | +23.2% |
| 1Y | +43.4% | +4.8% | +38.7% | +37.6% |
| 3Y | +274.9% | +30.7% | +244.2% | +216.1% |
| 5Y | +136.7% | +45.9% | +90.8% | +82.8% |
| All | +292.4% | +132.3% | +160.1% | +126.8% |
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