+170.6%
OMC vs ULTA
+1,541.3%
-1,370.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -6.2% | -3.9% | -2.4% | -5.4% |
| 30D | -7.6% | -1.1% | -6.5% | -7.5% |
| 3M | +7.4% | +13.8% | -6.4% | +4.1% |
| 6M | +0.1% | -17.2% | +17.4% | +3.6% |
| YTD | +0.4% | -11.5% | +11.9% | +2.2% |
| 1Y | +7.8% | +3.9% | +3.9% | +5.5% |
| 3Y | +11.8% | +29.5% | -17.6% | +2.0% |
| 5Y | +32.5% | +42.9% | -10.5% | +16.5% |
| 10Y | +34.2% | +124.4% | -90.1% | +1.1% |
| All | +170.6% | +1,541.3% | -1,370.7% | +9.2% |
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 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