+423.6%
COMP vs ULTA
+69.8%
+353.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.1% |
| 7D | 0.0% | +2.5% | -2.5% | -0.9% |
| 30D | +16.6% | +11.5% | +5.0% | +12.0% |
| 3M | -23.5% | +28.1% | -51.7% | -30.3% |
| 6M | +25.7% | +34.2% | -8.5% | +12.1% |
| YTD | -3.4% | +9.2% | -12.6% | -7.7% |
| 1Y | +7.6% | +23.7% | -16.2% | -2.5% |
| 3Y | +423.6% | +69.2% | +354.4% | +252.8% |
| All | +423.6% | +69.8% | +353.8% | +252.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling