+1,988.6%
NOW vs ULTA
+617.2%
+1,371.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.7% |
| 3M | -19.4% | +21.7% | -41.2% | -23.7% |
| 6M | +12.3% | +28.7% | -16.4% | +4.7% |
| YTD | -32.9% | +8.9% | -41.9% | -35.4% |
| 1Y | -40.3% | +26.1% | -66.4% | -44.7% |
| 3Y | -19.1% | +69.1% | -88.2% | -32.3% |
| 5Y | -24.4% | +66.6% | -91.0% | -36.5% |
| 10Y | +521.8% | +175.9% | +345.9% | +333.6% |
| All | +1,988.6% | +617.2% | +1,371.4% | +1,168.9% |
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 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