+3.7%
F vs ULTA
+27.7%
-24.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.1% | +2.0% |
| 7D | +6.0% | +6.7% | -0.7% | +4.5% |
| 30D | +4.3% | +21.7% | -17.5% | -0.3% |
| 3M | -10.1% | +21.5% | -31.5% | -14.0% |
| 6M | +12.8% | +27.5% | -14.8% | +6.4% |
| YTD | -0.1% | +9.2% | -9.3% | -2.1% |
| 1Y | +3.7% | +27.9% | -24.2% | -1.7% |
| All | +3.7% | +27.7% | -24.0% | -1.7% |
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