-44.8%
COMP vs ULTA
+81.1%
-126.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -0.1% |
| 7D | +1.4% | +9.0% | -7.6% | -3.4% |
| 30D | -13.3% | +4.6% | -17.9% | -15.9% |
| 3M | +41.1% | +22.0% | +19.2% | +24.9% |
| 6M | +17.2% | -14.7% | +31.9% | +25.8% |
| YTD | +5.2% | -6.8% | +12.0% | +7.0% |
| 1Y | +18.9% | +6.5% | +12.4% | +10.6% |
| 3Y | +215.9% | +35.6% | +180.3% | +136.0% |
| 5Y | -31.2% | +47.6% | -78.8% | -53.0% |
| All | -44.8% | +81.1% | -126.0% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling