+74.6%
D vs ULTA
+67.3%
+7.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -3.1% | +0.2% | -3.2% | -3.1% |
| 30D | +8.4% | +12.4% | -4.1% | +7.8% |
| 3M | +0.2% | +22.4% | -22.2% | -0.7% |
| 6M | +9.5% | +28.9% | -19.4% | +8.1% |
| YTD | +18.8% | +7.6% | +11.2% | +18.1% |
| 1Y | +14.7% | +21.6% | -6.9% | +13.0% |
| All | +74.6% | +67.3% | +7.3% | +56.7% |
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