+2,018.1%
EW vs ULTA
+1,583.0%
+435.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -3.1% |
| 7D | -4.4% | +0.7% | -5.1% | -4.5% |
| 30D | -3.3% | -2.8% | -0.5% | -3.0% |
| 3M | +1.0% | +18.7% | -17.7% | -1.9% |
| 6M | +6.2% | -15.0% | +21.2% | +8.6% |
| YTD | +1.7% | -9.2% | +10.9% | +2.8% |
| 1Y | +8.1% | +5.7% | +2.5% | +6.3% |
| 3Y | +17.1% | +32.8% | -15.7% | +8.9% |
| 5Y | -29.4% | +46.0% | -75.3% | -35.9% |
| 10Y | +121.7% | +125.5% | -3.8% | +79.8% |
| All | +2,018.1% | +1,583.0% | +435.2% | +1,142.2% |
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