+7.0%
NET vs ULTA
+25.8%
-18.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.6% | -8.1% |
| 7D | -21.2% | +0.2% | -21.4% | -21.2% |
| 30D | -31.1% | +18.7% | -49.9% | -32.3% |
| 3M | -16.5% | +20.5% | -37.0% | -18.2% |
| 6M | 0.0% | +22.0% | -22.0% | -1.7% |
| YTD | +24.0% | +7.4% | +16.6% | +21.2% |
| 1Y | +7.0% | +24.5% | -17.5% | +4.8% |
| All | +7.0% | +25.8% | -18.8% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling