-41.9%
IT vs ULTA
+44.7%
-86.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +4.7% |
| 7D | -3.7% | -3.1% | -0.6% | -2.7% |
| 30D | +0.1% | +2.8% | -2.7% | -0.8% |
| 3M | +20.7% | +14.8% | +5.9% | +15.9% |
| 6M | +12.0% | -16.2% | +28.2% | +16.5% |
| YTD | -28.8% | -9.6% | -19.2% | -27.9% |
| 1Y | -25.5% | +4.8% | -30.3% | -28.4% |
| 3Y | -48.8% | +30.7% | -79.4% | -56.3% |
| All | -41.9% | +44.7% | -86.6% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling