+162.1%
EQX vs ULTA
+31.2%
+130.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +1.4% |
| 7D | -3.2% | -3.1% | -0.1% | -2.9% |
| 30D | +7.8% | +2.8% | +5.0% | +7.5% |
| 3M | +21.3% | +14.8% | +6.6% | +19.8% |
| 6M | -22.4% | -16.2% | -6.2% | -21.4% |
| YTD | -11.3% | -9.6% | -1.7% | -10.5% |
| 1Y | +13.5% | +4.8% | +8.7% | +14.1% |
| 3Y | +162.1% | +30.7% | +131.4% | +128.3% |
| All | +162.1% | +31.2% | +130.9% | +128.3% |
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