+5.2%
LOW vs ULTA
+44.7%
-39.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | -3.7% | -3.1% | -0.7% | -2.8% |
| 30D | -8.9% | +2.8% | -11.7% | -9.8% |
| 3M | -10.4% | +14.8% | -25.2% | -14.4% |
| 6M | -19.4% | -16.2% | -3.2% | -15.8% |
| YTD | -17.1% | -9.6% | -7.5% | -15.6% |
| 1Y | -26.3% | +4.8% | -31.0% | -28.7% |
| 3Y | -9.9% | +30.7% | -40.6% | -22.0% |
| All | +5.2% | +44.7% | -39.4% | -16.8% |
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