-8.6%
ONON vs ULTA
+31.2%
-39.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.3% |
| 7D | -2.1% | -3.1% | +1.0% | -0.9% |
| 30D | -11.6% | +2.8% | -14.4% | -12.7% |
| 3M | -30.1% | +14.8% | -44.9% | -33.7% |
| 6M | -30.5% | -16.2% | -14.3% | -26.7% |
| YTD | -41.0% | -9.6% | -31.4% | -39.7% |
| 1Y | -36.7% | +4.8% | -41.5% | -39.0% |
| 3Y | -8.6% | +30.7% | -39.3% | -29.6% |
| All | -8.6% | +31.2% | -39.8% | -29.6% |
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