+695.7%
ONTO vs ULTA
+128.8%
+566.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +6.1% |
| 7D | +9.7% | +0.7% | +9.0% | +9.2% |
| 30D | -8.8% | -2.8% | -6.0% | -8.3% |
| 3M | +4.5% | +18.7% | -14.2% | -4.7% |
| 6M | +56.4% | -15.0% | +71.4% | +65.1% |
| YTD | +78.1% | -9.2% | +87.3% | +82.1% |
| 1Y | +171.3% | +5.7% | +165.6% | +155.8% |
| 3Y | +118.7% | +32.8% | +85.9% | +73.1% |
| 5Y | +269.4% | +46.0% | +223.4% | +167.7% |
| All | +695.7% | +128.8% | +566.8% | +340.2% |
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