+336.0%
IR vs ULTA
+120.5%
+215.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +2.5% | +2.5% | +0.1% | +1.7% |
| 30D | +9.2% | +11.5% | -2.4% | +5.1% |
| 3M | +0.9% | +28.1% | -27.2% | -7.5% |
| 6M | +19.2% | +34.2% | -15.0% | +7.2% |
| YTD | +7.5% | +9.2% | -1.7% | +2.9% |
| 1Y | +11.7% | +23.7% | -12.0% | +2.1% |
| 3Y | +23.9% | +69.2% | -45.3% | -2.4% |
| 5Y | +46.4% | +66.6% | -20.3% | +13.3% |
| All | +336.0% | +120.5% | +215.5% | +149.4% |
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