+86.7%
NDAQ vs ULTA
+28.6%
+58.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -6.8% | -3.9% | -2.9% | -6.4% |
| 30D | -3.2% | -1.1% | -2.1% | -3.1% |
| 3M | +6.5% | +13.8% | -7.3% | +4.8% |
| 6M | +5.7% | -17.2% | +23.0% | +7.4% |
| YTD | -4.6% | -11.5% | +6.8% | -4.0% |
| 1Y | -1.6% | +3.9% | -5.5% | -3.0% |
| All | +86.7% | +28.6% | +58.1% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling