+13,320.7%
FIX vs ULTA
+1,628.6%
+11,692.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +6.0% | +9.0% | -3.0% | +3.4% |
| 30D | -7.2% | +4.6% | -11.8% | -8.8% |
| 3M | -15.9% | +22.0% | -37.8% | -21.2% |
| 6M | +12.7% | -14.7% | +27.4% | +16.6% |
| YTD | +72.8% | -6.8% | +79.5% | +74.1% |
| 1Y | +122.9% | +6.5% | +116.4% | +114.7% |
| 3Y | +774.3% | +35.6% | +738.7% | +660.8% |
| 5Y | +2,049.5% | +47.6% | +2,001.8% | +1,687.9% |
| 10Y | +5,821.5% | +128.9% | +5,692.6% | +3,935.2% |
| All | +13,320.7% | +1,628.6% | +11,692.1% | +3,500.9% |
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