+486.6%
ON vs ULTA
+1,560.4%
-1,073.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -1.9% | -1.8% | -0.1% | -1.2% |
| 30D | -11.0% | -1.2% | -9.8% | -10.9% |
| 3M | -39.3% | +13.4% | -52.7% | -42.2% |
| 6M | +19.8% | -15.6% | +35.5% | +25.1% |
| YTD | +31.1% | -10.4% | +41.5% | +33.9% |
| 1Y | +46.0% | +5.5% | +40.5% | +40.3% |
| 3Y | -27.5% | +31.0% | -58.5% | -36.7% |
| 5Y | +56.9% | +41.8% | +15.1% | +32.7% |
| 10Y | +591.8% | +127.0% | +464.8% | +382.7% |
| All | +486.6% | +1,560.4% | -1,073.8% | +88.1% |
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 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