+598.2%
IT vs ULTA
+1,583.0%
-984.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.6% | -4.8% | -6.8% |
| 7D | -9.1% | +0.7% | -9.8% | -9.3% |
| 30D | -7.0% | -2.8% | -4.2% | -6.5% |
| 3M | +7.6% | +18.7% | -11.0% | +3.0% |
| 6M | +2.1% | -15.0% | +17.1% | +5.4% |
| YTD | -31.6% | -9.2% | -22.4% | -30.7% |
| 1Y | -29.9% | +5.7% | -35.6% | -32.0% |
| 3Y | -51.3% | +32.8% | -84.0% | -56.5% |
| 5Y | -44.8% | +46.0% | -90.7% | -52.4% |
| 10Y | +91.4% | +125.5% | -34.1% | +38.1% |
| All | +598.2% | +1,583.0% | -984.8% | +129.6% |
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