+273.7%
IR vs ULTA
+82.5%
+191.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.9% |
| 7D | -4.5% | -3.1% | -1.4% | -3.5% |
| 30D | -13.9% | +2.8% | -16.7% | -14.9% |
| 3M | -0.3% | +14.8% | -15.1% | -5.3% |
| 6M | -14.3% | -16.2% | +1.9% | -10.1% |
| YTD | -7.9% | -9.6% | +1.8% | -5.8% |
| 1Y | -9.9% | +4.8% | -14.7% | -12.9% |
| 3Y | +6.5% | +30.7% | -24.2% | -8.2% |
| 5Y | +34.0% | +45.9% | -11.8% | +8.2% |
| All | +273.7% | +82.5% | +191.2% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling