-3.5%
IR vs ULTA
+6.6%
-10.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | -2.8% | +9.0% | -11.8% | -4.9% |
| 30D | -15.1% | +4.6% | -19.7% | -16.1% |
| 3M | +6.1% | +22.0% | -15.9% | +0.7% |
| 6M | -16.8% | -14.7% | -2.1% | -15.1% |
| YTD | -3.5% | -6.8% | +3.2% | -2.7% |
| 1Y | -3.5% | +6.5% | -10.0% | -4.5% |
| All | -3.5% | +6.6% | -10.1% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling