+242.0%
F vs ULTA
+1,628.6%
-1,386.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | +5.3% | +9.0% | -3.7% | +2.5% |
| 30D | +4.6% | +4.6% | 0.0% | +2.9% |
| 3M | -3.7% | +22.0% | -25.6% | -9.9% |
| 6M | +16.8% | -14.7% | +31.5% | +21.6% |
| YTD | +15.3% | -6.8% | +22.1% | +16.5% |
| 1Y | +31.0% | +6.5% | +24.5% | +26.3% |
| 3Y | +45.4% | +35.6% | +9.8% | +25.9% |
| 5Y | +54.7% | +47.6% | +7.0% | +29.0% |
| 10Y | +98.2% | +128.9% | -30.7% | +33.4% |
| All | +242.0% | +1,628.6% | -1,386.6% | -13.5% |
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