-19.5%
NOW vs ULTA
+69.4%
-88.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.3% |
| 7D | -5.6% | -0.2% | -5.3% | -5.5% |
| 30D | -26.8% | +16.1% | -42.9% | -28.8% |
| 3M | -19.4% | +21.7% | -41.2% | -22.5% |
| 6M | +12.3% | +28.7% | -16.4% | +6.8% |
| YTD | -32.9% | +8.9% | -41.9% | -34.7% |
| 1Y | -40.3% | +26.1% | -66.4% | -43.7% |
| All | -19.5% | +69.4% | -88.9% | -27.8% |
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 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