+50.8%
NDAQ vs ULTA
+44.7%
+6.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -0.9% |
| 7D | -5.6% | -3.1% | -2.5% | -5.1% |
| 30D | -4.4% | +2.8% | -7.1% | -4.9% |
| 3M | +5.9% | +14.8% | -8.9% | +3.1% |
| 6M | +7.7% | -16.2% | +24.0% | +10.4% |
| YTD | -5.2% | -9.6% | +4.5% | -4.3% |
| 1Y | -3.4% | +4.8% | -8.1% | -5.5% |
| 3Y | +85.6% | +30.7% | +54.9% | +68.1% |
| All | +50.8% | +44.7% | +6.2% | +25.5% |
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 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