-10.4%
DOW vs ULTA
+63.9%
-74.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +1.3% |
| 7D | -2.9% | +0.7% | -3.6% | -3.2% |
| 30D | +2.0% | -2.8% | +4.8% | +2.5% |
| 3M | -12.5% | +18.7% | -31.2% | -18.1% |
| 6M | -9.2% | -15.0% | +5.8% | -5.7% |
| YTD | +30.8% | -9.2% | +40.0% | +32.4% |
| 1Y | +29.4% | +5.7% | +23.7% | +23.7% |
| 3Y | -34.6% | +32.8% | -67.3% | -44.9% |
| 5Y | -35.9% | +46.0% | -81.9% | -50.1% |
| All | -10.4% | +63.9% | -74.4% | -40.0% |
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