-28.3%
ON vs ULTA
+28.6%
-56.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -4.7% | -3.9% | -0.9% | -3.3% |
| 30D | -13.5% | -1.1% | -12.4% | -13.3% |
| 3M | -36.3% | +13.8% | -50.1% | -39.8% |
| 6M | +17.8% | -17.2% | +35.0% | +25.4% |
| YTD | +29.6% | -11.5% | +41.1% | +33.7% |
| 1Y | +45.8% | +3.9% | +41.9% | +39.1% |
| All | -28.3% | +28.6% | -56.9% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling