+14.2%
D vs ULTA
+5.1%
+9.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | -0.1% |
| 7D | -1.6% | -3.9% | +2.2% | -1.7% |
| 30D | -3.5% | -1.1% | -2.5% | -3.5% |
| 3M | -1.6% | +13.8% | -15.4% | -1.0% |
| 6M | +5.8% | -17.2% | +23.0% | +4.6% |
| YTD | +14.5% | -11.5% | +25.9% | +13.7% |
| 1Y | +14.2% | +3.9% | +10.2% | +12.2% |
| All | +14.2% | +5.1% | +9.1% | +12.2% |
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