+233.8%
D vs ULTA
+1,583.0%
-1,349.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | -0.7% | -2.8% | +2.1% | -0.5% |
| 3M | +2.1% | +18.7% | -16.6% | +0.2% |
| 6M | +6.8% | -15.0% | +21.9% | +8.1% |
| YTD | +16.5% | -9.2% | +25.8% | +17.1% |
| 1Y | +19.2% | +5.7% | +13.5% | +17.6% |
| 3Y | +61.9% | +32.8% | +29.1% | +54.2% |
| 5Y | +6.5% | +46.0% | -39.4% | -0.6% |
| 10Y | +35.3% | +125.5% | -90.2% | +16.0% |
| All | +233.8% | +1,583.0% | -1,349.1% | +106.1% |
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