-48.8%
IT vs ULTA
+31.2%
-80.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +4.9% |
| 7D | -3.7% | -3.1% | -0.6% | -3.1% |
| 30D | +0.1% | +2.8% | -2.7% | -0.5% |
| 3M | +20.7% | +14.8% | +5.9% | +17.7% |
| 6M | +12.0% | -16.2% | +28.2% | +14.4% |
| YTD | -28.8% | -9.6% | -19.2% | -28.5% |
| 1Y | -25.5% | +4.8% | -30.3% | -27.7% |
| 3Y | -48.8% | +30.7% | -79.4% | -55.2% |
| All | -48.8% | +31.2% | -80.0% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling