-51.0%
C vs ULTA
+1,628.6%
-1,679.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | +3.6% | +9.0% | -5.4% | 0.0% |
| 30D | +0.1% | +4.6% | -4.5% | -2.2% |
| 3M | +2.4% | +22.0% | -19.5% | -6.5% |
| 6M | +24.9% | -14.7% | +39.6% | +31.1% |
| YTD | +19.8% | -6.8% | +26.6% | +20.9% |
| 1Y | +44.9% | +6.5% | +38.3% | +37.2% |
| 3Y | +263.0% | +35.6% | +227.4% | +195.1% |
| 5Y | +129.5% | +47.6% | +81.9% | +72.2% |
| 10Y | +291.6% | +128.9% | +162.7% | +114.9% |
| All | -51.0% | +1,628.6% | -1,679.6% | -95.3% |
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