+190.7%
F vs ULTA
+1,935.9%
-1,745.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | +4.6% | -3.7% | -0.5% |
| 30D | +2.1% | +16.5% | -14.4% | -2.7% |
| 3M | -10.3% | +21.1% | -31.4% | -15.7% |
| 6M | +3.3% | +27.4% | -24.1% | -4.9% |
| YTD | -2.0% | +9.8% | -11.8% | -6.0% |
| 1Y | -2.3% | +28.6% | -30.9% | -11.2% |
| 3Y | +49.9% | +70.5% | -20.6% | +20.7% |
| 5Y | -12.5% | +69.8% | -82.2% | -30.0% |
| 10Y | +74.3% | +180.8% | -106.6% | +10.3% |
| All | +190.7% | +1,935.9% | -1,745.2% | -30.2% |
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