+22.8%
COMP vs ULTA
+27.1%
-4.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +4.4% |
| 7D | +14.5% | +4.3% | +10.2% | +12.8% |
| 30D | +14.9% | +16.6% | -1.7% | +9.0% |
| 3M | -14.2% | +17.7% | -31.9% | -18.9% |
| 6M | +23.7% | +27.5% | -3.8% | +13.5% |
| YTD | +2.1% | +9.9% | -7.9% | -2.4% |
| All | +22.8% | +27.1% | -4.3% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling