+1,593.7%
META vs ULTA
+671.9%
+921.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +2.0% | +4.4% |
| 7D | +5.7% | +4.3% | +1.4% | +4.7% |
| 30D | -10.8% | +16.6% | -27.4% | -13.9% |
| 3M | +8.4% | +17.7% | -9.3% | +4.2% |
| 6M | +5.4% | +27.5% | -22.1% | -1.0% |
| YTD | -2.6% | +9.9% | -12.5% | -5.8% |
| 1Y | +3.5% | +28.5% | -24.9% | -3.8% |
| 3Y | +102.0% | +71.1% | +31.0% | +70.8% |
| 5Y | +93.1% | +68.3% | +24.7% | +63.2% |
| 10Y | +425.7% | +181.4% | +244.2% | +273.9% |
| All | +1,593.7% | +671.9% | +921.8% | +964.8% |
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 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