+29.2%
DOW vs ULTA
+6.6%
+22.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | -2.4% | +9.0% | -11.4% | -3.0% |
| 30D | +0.4% | +4.6% | -4.2% | 0.0% |
| 3M | -14.4% | +22.0% | -36.4% | -16.3% |
| 6M | -7.0% | -14.7% | +7.7% | -2.4% |
| YTD | +30.2% | -6.8% | +37.0% | +31.0% |
| 1Y | +29.2% | +6.5% | +22.7% | +23.9% |
| All | +29.2% | +6.6% | +22.6% | +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 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