+718.1%
NDAQ vs ULTA
+1,583.0%
-864.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.2% |
| 7D | -2.6% | +0.7% | -3.2% | -2.7% |
| 30D | +0.5% | -2.8% | +3.3% | +1.0% |
| 3M | +9.9% | +18.7% | -8.8% | +4.8% |
| 6M | +8.2% | -15.0% | +23.2% | +11.5% |
| YTD | -1.5% | -9.2% | +7.7% | -0.4% |
| 1Y | +1.3% | +5.7% | -4.3% | -1.9% |
| 3Y | +92.6% | +32.8% | +59.8% | +70.1% |
| 5Y | +53.8% | +46.0% | +7.9% | +29.4% |
| 10Y | +376.0% | +125.5% | +250.5% | +217.2% |
| All | +718.1% | +1,583.0% | -864.8% | +75.2% |
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