+112.5%
NET vs ULTA
+47.1%
+65.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.6% |
| 7D | -7.0% | +9.0% | -16.0% | -11.3% |
| 30D | -4.8% | +4.6% | -9.4% | -7.5% |
| 3M | +3.8% | +22.0% | -18.1% | -7.9% |
| 6M | +50.0% | -14.7% | +64.7% | +60.7% |
| YTD | +41.5% | -6.8% | +48.2% | +43.0% |
| 1Y | +32.8% | +6.5% | +26.3% | +22.2% |
| 3Y | +335.9% | +35.6% | +300.3% | +205.7% |
| All | +112.5% | +47.1% | +65.4% | +27.0% |
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 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