-18.6%
COMP vs ULTA
+65.7%
-84.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.5% | +11.2% |
| 7D | +13.4% | +0.7% | +12.8% | +13.1% |
| 30D | +11.1% | +18.2% | -7.1% | +0.9% |
| 3M | -18.8% | +19.7% | -38.5% | -27.2% |
| 6M | +10.5% | +20.5% | -10.0% | -1.8% |
| YTD | -3.4% | +6.6% | -10.0% | -8.9% |
| 1Y | +19.7% | +26.5% | -6.8% | +0.1% |
| 3Y | +381.6% | +67.0% | +314.6% | +196.9% |
| All | -18.6% | +65.7% | -84.3% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling