-21.3%
IT vs ULTA
+6.6%
-27.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.7% |
| 7D | -6.0% | +9.0% | -15.0% | -6.9% |
| 30D | 0.0% | +4.6% | -4.6% | -0.7% |
| 3M | +13.1% | +22.0% | -8.9% | +11.5% |
| 6M | +11.7% | -14.7% | +26.4% | +8.8% |
| YTD | -26.1% | -6.8% | -19.3% | -28.2% |
| 1Y | -21.3% | +6.5% | -27.8% | -23.8% |
| All | -21.3% | +6.6% | -27.9% | -23.8% |
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 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