+17.2%
O vs ULTA
+39.1%
-21.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.8% |
| 7D | -3.5% | -3.9% | +0.3% | -3.1% |
| 30D | -3.3% | -1.1% | -2.3% | -3.3% |
| 3M | -2.8% | +13.8% | -16.6% | -4.5% |
| 6M | -5.8% | -17.2% | +11.5% | -4.1% |
| YTD | +9.4% | -11.5% | +20.9% | +10.4% |
| 1Y | +5.7% | +3.9% | +1.8% | +4.4% |
| 3Y | +27.2% | +29.5% | -2.2% | +19.3% |
| 5Y | +17.2% | +42.9% | -25.7% | +5.5% |
| All | +17.2% | +39.1% | -21.9% | +5.5% |
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