-35.7%
DOW vs ULTA
+31.2%
-66.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.1% | -2.5% |
| 7D | -1.4% | -3.1% | +1.7% | -0.8% |
| 30D | -3.9% | +2.8% | -6.7% | -4.6% |
| 3M | -12.7% | +14.8% | -27.4% | -15.7% |
| 6M | -13.7% | -16.2% | +2.5% | -10.5% |
| YTD | +28.4% | -9.6% | +38.0% | +30.1% |
| 1Y | +21.8% | +4.8% | +17.0% | +18.1% |
| 3Y | -35.7% | +30.7% | -66.4% | -46.4% |
| All | -35.7% | +31.2% | -66.9% | -46.4% |
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