+24.1%
NOW vs ULTA
-16.3%
+40.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.2% | -3.1% |
| 7D | -2.4% | +9.0% | -11.4% | -3.3% |
| 30D | +20.5% | +4.6% | +15.9% | +19.6% |
| 3M | +18.3% | +22.0% | -3.6% | +16.9% |
| 6M | +24.1% | -14.7% | +38.8% | +20.7% |
| All | +24.1% | -16.3% | +40.3% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling