-25.5%
IT vs ULTA
+5.8%
-31.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +5.0% |
| 7D | -3.7% | -3.1% | -0.6% | -3.3% |
| 30D | +0.1% | +2.8% | -2.7% | -0.3% |
| 3M | +20.7% | +14.8% | +5.9% | +19.2% |
| 6M | +12.0% | -16.2% | +28.2% | +9.7% |
| YTD | -28.8% | -9.6% | -19.2% | -30.6% |
| 1Y | -25.5% | +4.8% | -30.3% | -29.2% |
| All | -25.5% | +5.8% | -31.3% | -29.2% |
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