+629.3%
ON vs ULTA
+132.3%
+497.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +7.4% |
| 7D | +2.4% | -3.1% | +5.4% | +4.1% |
| 30D | -8.6% | +2.8% | -11.4% | -10.2% |
| 3M | -34.3% | +14.8% | -49.1% | -39.5% |
| 6M | +28.5% | -16.2% | +44.7% | +37.5% |
| YTD | +40.6% | -9.6% | +50.2% | +44.2% |
| 1Y | +55.3% | +4.8% | +50.6% | +45.9% |
| 3Y | -22.2% | +30.7% | -52.9% | -38.3% |
| 5Y | +62.4% | +45.9% | +16.5% | +18.3% |
| All | +629.3% | +132.3% | +497.0% | +271.1% |
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