+50.7%
O vs ULTA
+132.3%
-81.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | -2.9% | -3.1% | +0.2% | -2.1% |
| 30D | -4.5% | +2.8% | -7.3% | -5.4% |
| 3M | -2.6% | +14.8% | -17.4% | -6.4% |
| 6M | -5.6% | -16.2% | +10.6% | -2.2% |
| YTD | +9.3% | -9.6% | +18.9% | +10.8% |
| 1Y | +4.3% | +4.8% | -0.5% | +1.2% |
| 3Y | +27.4% | +30.7% | -3.3% | +11.8% |
| 5Y | +17.1% | +45.9% | -28.8% | -4.6% |
| All | +50.7% | +132.3% | -81.6% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling