+49.1%
D vs ULTA
+174.9%
-125.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -1.4% | +2.5% | -3.8% | -1.6% |
| 30D | +7.7% | +11.5% | -3.8% | +6.5% |
| 3M | -0.3% | +28.1% | -28.4% | -2.9% |
| 6M | +10.1% | +34.2% | -24.2% | +6.4% |
| YTD | +19.1% | +9.2% | +9.9% | +17.3% |
| 1Y | +15.9% | +23.7% | -7.8% | +12.4% |
| 3Y | +75.0% | +69.2% | +5.8% | +60.9% |
| 5Y | +13.4% | +66.6% | -53.2% | +3.3% |
| All | +49.1% | +174.9% | -125.8% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling