+182.0%
F vs ULTA
+1,924.4%
-1,742.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -3.8% |
| 30D | 0.0% | +11.5% | -11.5% | -3.4% |
| 3M | -13.2% | +28.1% | -41.4% | -19.9% |
| 6M | -10.2% | +34.2% | -44.4% | -18.5% |
| YTD | -4.9% | +9.2% | -14.1% | -8.7% |
| 1Y | -6.1% | +23.7% | -29.8% | -13.6% |
| 3Y | +46.0% | +69.2% | -23.2% | +17.8% |
| 5Y | -15.7% | +66.6% | -82.3% | -32.2% |
| 10Y | +64.3% | +176.6% | -112.3% | +4.5% |
| All | +182.0% | +1,924.4% | -1,742.4% | -32.2% |
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