+327.1%
NET vs ULTA
+35.9%
+291.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.3% |
| 7D | -7.0% | +9.0% | -16.0% | -8.9% |
| 30D | -4.8% | +4.6% | -9.4% | -6.0% |
| 3M | +3.8% | +22.0% | -18.1% | -1.5% |
| 6M | +50.0% | -14.7% | +64.7% | +55.1% |
| YTD | +41.5% | -6.8% | +48.2% | +42.5% |
| 1Y | +32.8% | +6.5% | +26.3% | +28.5% |
| All | +327.1% | +35.9% | +291.2% | +232.0% |
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