-21.1%
LOW vs ULTA
+6.6%
-27.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | -1.7% | +9.0% | -10.7% | -3.5% |
| 30D | -7.0% | +4.6% | -11.6% | -7.9% |
| 3M | -0.9% | +22.0% | -22.8% | -5.0% |
| 6M | -20.1% | -14.7% | -5.4% | -19.3% |
| YTD | -13.9% | -6.8% | -7.1% | -14.3% |
| 1Y | -21.1% | +6.5% | -27.7% | -23.7% |
| All | -21.1% | +6.6% | -27.8% | -23.7% |
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