+12.6%
COMP vs ULTA
+5.8%
+6.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.5% |
| 7D | +4.1% | +0.7% | +3.4% | +3.9% |
| 30D | -14.5% | -2.8% | -11.7% | -13.8% |
| 3M | +41.8% | +18.7% | +23.1% | +32.9% |
| 6M | +23.6% | -15.0% | +38.6% | +27.5% |
| YTD | +1.7% | -9.2% | +10.9% | +3.3% |
| 1Y | +12.6% | +5.7% | +6.9% | +5.3% |
| All | +12.6% | +5.8% | +6.7% | +5.3% |
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 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