-45.6%
FIX vs ULTA
+26.9%
-72.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -13.9% | +4.6% | -18.6% | -13.0% |
| 30D | -35.5% | +16.5% | -52.0% | -33.8% |
| 3M | -33.9% | +21.1% | -55.0% | -30.9% |
| All | -45.6% | +26.9% | -72.5% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling