+240.3%
D vs ULTA
+1,894.7%
-1,654.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 3M | +0.2% | +22.4% | -22.2% | -1.8% |
| 6M | +9.5% | +28.9% | -19.4% | +6.5% |
| YTD | +18.8% | +7.6% | +11.2% | +17.3% |
| 1Y | +14.7% | +21.6% | -6.9% | +11.7% |
| 3Y | +72.9% | +67.0% | +5.9% | +60.9% |
| 5Y | +13.1% | +64.2% | -51.1% | +4.5% |
| 10Y | +47.2% | +172.5% | -125.4% | +24.0% |
| All | +240.3% | +1,894.7% | -1,654.4% | +106.5% |
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