-21.7%
ONON vs ULTA
+46.6%
-68.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.0% |
| 7D | -2.1% | -3.1% | +1.0% | -0.4% |
| 30D | -11.6% | +2.8% | -14.4% | -13.3% |
| 3M | -30.1% | +14.8% | -44.9% | -35.5% |
| 6M | -30.5% | -16.2% | -14.3% | -24.8% |
| YTD | -41.0% | -9.6% | -31.4% | -39.1% |
| 1Y | -36.7% | +4.8% | -41.5% | -40.4% |
| 3Y | -8.6% | +30.7% | -39.3% | -30.6% |
| All | -21.7% | +46.6% | -68.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling