+1,945.9%
NOW vs ULTA
+608.3%
+1,337.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -1.7% | +0.2% | -1.8% | -1.7% |
| 30D | -27.4% | +12.4% | -39.8% | -29.7% |
| 3M | -19.4% | +22.4% | -41.8% | -23.8% |
| 6M | +13.1% | +28.9% | -15.8% | +5.4% |
| YTD | -34.3% | +7.6% | -41.9% | -36.5% |
| 1Y | -41.8% | +21.6% | -63.3% | -45.5% |
| 3Y | -20.7% | +67.0% | -87.7% | -33.5% |
| 5Y | -27.2% | +64.2% | -91.4% | -38.6% |
| 10Y | +509.1% | +172.5% | +336.6% | +326.0% |
| All | +1,945.9% | +608.3% | +1,337.6% | +1,146.7% |
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 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