-47.0%
COMP vs ULTA
+74.0%
-121.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | +0.1% |
| 7D | +0.8% | -1.8% | +2.6% | +1.9% |
| 30D | -13.9% | -1.2% | -12.6% | -13.6% |
| 3M | +30.7% | +13.4% | +17.3% | +20.5% |
| 6M | +18.7% | -15.6% | +34.3% | +28.0% |
| YTD | +1.0% | -10.4% | +11.5% | +5.0% |
| 1Y | +15.1% | +5.5% | +9.6% | +7.6% |
| 3Y | +219.8% | +31.0% | +188.8% | +143.4% |
| 5Y | -28.7% | +41.8% | -70.5% | -50.2% |
| All | -47.0% | +74.0% | -121.0% | -65.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling