-24.4%
NOW vs ULTA
+67.7%
-92.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | -5.6% | -0.2% | -5.3% | -5.5% |
| 30D | -26.8% | +16.1% | -42.9% | -31.0% |
| 3M | -19.4% | +21.7% | -41.2% | -25.5% |
| 6M | +12.3% | +28.7% | -16.4% | +1.3% |
| YTD | -32.9% | +8.9% | -41.9% | -36.5% |
| 1Y | -40.3% | +26.1% | -66.4% | -47.0% |
| 3Y | -19.1% | +69.1% | -88.2% | -42.1% |
| 5Y | -24.4% | +66.6% | -91.0% | -49.9% |
| All | -24.4% | +67.7% | -92.1% | -49.9% |
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