+272.1%
C vs ULTA
+30.1%
+242.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +2.6% | -1.8% | +4.4% | +3.0% |
| 30D | +1.9% | -1.2% | +3.1% | +2.1% |
| 3M | +2.8% | +13.4% | -10.6% | -0.4% |
| 6M | +30.6% | -15.6% | +46.2% | +34.8% |
| YTD | +19.9% | -10.4% | +30.3% | +22.0% |
| 1Y | +44.6% | +5.5% | +39.1% | +41.1% |
| All | +272.1% | +30.1% | +242.1% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling