+9,177.8%
FIX vs ULTA
+1,938.1%
+7,239.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.2% | +6.2% | +8.5% |
| 7D | -7.2% | +4.3% | -11.6% | -8.5% |
| 30D | -35.1% | +16.6% | -51.7% | -38.2% |
| 3M | -34.3% | +17.7% | -52.0% | -37.8% |
| 6M | -42.9% | +27.5% | -70.5% | -47.5% |
| YTD | +19.5% | +9.9% | +9.5% | +14.1% |
| 1Y | +16.8% | +28.5% | -11.7% | +6.1% |
| 3Y | +506.7% | +71.1% | +435.7% | +390.8% |
| 5Y | +1,046.7% | +68.3% | +978.4% | +816.1% |
| 10Y | +3,800.0% | +181.4% | +3,618.5% | +2,401.0% |
| All | +9,177.8% | +1,938.1% | +7,239.7% | +2,260.7% |
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 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