+121.5%
FIX vs ULTA
+5.8%
+115.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +6.1% |
| 7D | +5.0% | -3.1% | +8.1% | +5.3% |
| 30D | -2.7% | +2.8% | -5.5% | -2.6% |
| 3M | -8.2% | +14.8% | -23.0% | -9.7% |
| 6M | +20.3% | -16.2% | +36.5% | +24.1% |
| YTD | +81.4% | -9.6% | +91.1% | +87.5% |
| 1Y | +121.5% | +4.8% | +116.7% | +128.6% |
| All | +121.5% | +5.8% | +115.7% | +128.6% |
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