+9,581.1%
FIX vs ULTA
+1,919.6%
+7,661.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.3% |
| 7D | +6.4% | -0.2% | +6.7% | +6.6% |
| 30D | -29.1% | +16.1% | -45.2% | -32.4% |
| 3M | -31.1% | +21.7% | -52.9% | -35.5% |
| 6M | -42.8% | +28.7% | -71.5% | -47.6% |
| YTD | +24.6% | +8.9% | +15.7% | +19.4% |
| 1Y | +21.9% | +26.1% | -4.1% | +11.4% |
| 3Y | +524.9% | +69.1% | +455.8% | +407.1% |
| 5Y | +1,092.2% | +66.6% | +1,025.6% | +855.2% |
| 10Y | +3,759.0% | +175.9% | +3,583.1% | +2,387.9% |
| All | +9,581.1% | +1,919.6% | +7,661.6% | +2,369.5% |
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