+1,527.5%
META vs ULTA
+554.7%
+972.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +6.7% | +9.0% | -2.3% | +4.6% |
| 30D | +4.8% | +4.6% | +0.2% | +3.5% |
| 3M | -1.6% | +22.0% | -23.6% | -6.4% |
| 6M | -7.5% | -14.7% | +7.2% | -4.8% |
| YTD | -6.4% | -6.8% | +0.4% | -5.9% |
| 1Y | -17.3% | +6.5% | -23.9% | -19.9% |
| 3Y | +109.9% | +35.6% | +74.3% | +87.4% |
| 5Y | +65.4% | +47.6% | +17.7% | +44.0% |
| 10Y | +391.8% | +128.9% | +262.9% | +265.5% |
| All | +1,527.5% | +554.7% | +972.8% | +963.5% |
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