+493.5%
ONTO vs ULTA
+171.2%
+322.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | +34.4% | +0.2% | +34.2% | +34.4% |
| 30D | -20.4% | +12.4% | -32.9% | -25.0% |
| 3M | -37.8% | +22.4% | -60.2% | -44.1% |
| 6M | -24.6% | +28.9% | -53.4% | -34.2% |
| YTD | +32.8% | +7.6% | +25.2% | +24.9% |
| 1Y | +54.7% | +21.6% | +33.1% | +36.0% |
| 3Y | +54.7% | +67.0% | -12.4% | +9.1% |
| 5Y | +134.0% | +64.2% | +69.8% | +61.4% |
| All | +493.5% | +171.2% | +322.2% | +201.8% |
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