+764.4%
FIX vs ULTA
+38.5%
+725.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +6.0% | +9.0% | -3.0% | +4.1% |
| 30D | -7.2% | +4.6% | -11.8% | -8.2% |
| 3M | -15.9% | +22.0% | -37.8% | -19.9% |
| 6M | +12.7% | -14.7% | +27.4% | +16.6% |
| YTD | +72.8% | -6.8% | +79.5% | +74.9% |
| 1Y | +122.9% | +6.5% | +116.4% | +117.6% |
| All | +764.4% | +38.5% | +725.9% | +617.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling