+284.9%
IR vs ULTA
+83.3%
+201.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.8% |
| 7D | +0.6% | +0.7% | 0.0% | +0.4% |
| 30D | -13.6% | -2.8% | -10.8% | -13.0% |
| 3M | +3.7% | +18.7% | -15.0% | -2.5% |
| 6M | -13.1% | -15.0% | +2.0% | -9.2% |
| YTD | -5.1% | -9.2% | +4.1% | -3.2% |
| 1Y | -6.5% | +5.7% | -12.1% | -9.8% |
| 3Y | +8.5% | +32.8% | -24.3% | -7.0% |
| 5Y | +43.3% | +46.0% | -2.7% | +15.6% |
| All | +284.9% | +83.3% | +201.6% | +134.8% |
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