+1,602.9%
NET vs ULTA
+140.2%
+1,462.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.1% |
| 7D | +9.9% | -3.1% | +13.0% | +10.9% |
| 30D | -1.6% | +2.8% | -4.4% | -2.8% |
| 3M | +34.8% | +14.8% | +20.0% | +28.1% |
| 6M | +43.9% | -16.2% | +60.1% | +50.6% |
| YTD | +55.5% | -9.6% | +65.1% | +58.2% |
| 1Y | +36.5% | +4.8% | +31.7% | +31.4% |
| 3Y | +368.3% | +30.7% | +337.6% | +303.4% |
| 5Y | +140.5% | +45.9% | +94.6% | +105.0% |
| All | +1,602.9% | +140.2% | +1,462.7% | +1,474.8% |
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 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