+1,381.0%
NET vs ULTA
+190.3%
+1,190.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.6% | -3.8% |
| 7D | -16.4% | +6.7% | -23.1% | -18.1% |
| 30D | -25.8% | +21.7% | -47.6% | -30.5% |
| 3M | -11.5% | +21.5% | -33.0% | -17.3% |
| 6M | +18.9% | +27.5% | -8.6% | +9.1% |
| YTD | +35.2% | +9.2% | +26.0% | +29.3% |
| 1Y | +14.5% | +27.9% | -13.4% | +3.2% |
| 3Y | +313.8% | +71.2% | +242.6% | +224.6% |
| 5Y | +32.6% | +73.4% | -40.8% | +6.3% |
| All | +1,381.0% | +190.3% | +1,190.7% | +1,186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling