-46.7%
COMP vs ULTA
+76.4%
-123.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -1.9% |
| 7D | +4.1% | +0.7% | +3.4% | +3.7% |
| 30D | -14.5% | -2.8% | -11.7% | -13.5% |
| 3M | +41.8% | +18.7% | +23.1% | +27.5% |
| 6M | +23.6% | -15.0% | +38.6% | +32.7% |
| YTD | +1.7% | -9.2% | +10.9% | +4.9% |
| 1Y | +12.6% | +5.7% | +6.9% | +5.2% |
| 3Y | +221.9% | +32.8% | +189.1% | +143.2% |
| 5Y | -28.1% | +46.0% | -74.1% | -50.5% |
| All | -46.7% | +76.4% | -123.0% | -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 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