+449.2%
ONTO vs ULTA
+177.1%
+272.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.2% | +8.8% | +10.6% |
| 7D | +1.4% | +4.3% | -2.9% | -0.5% |
| 30D | -34.1% | +16.6% | -50.7% | -38.9% |
| 3M | -37.1% | +17.7% | -54.8% | -42.3% |
| 6M | -31.8% | +27.5% | -59.4% | -40.2% |
| YTD | +22.9% | +9.9% | +13.0% | +14.5% |
| 1Y | +39.5% | +28.5% | +11.1% | +19.4% |
| 3Y | +57.7% | +71.1% | -13.4% | +10.1% |
| 5Y | +115.8% | +68.3% | +47.5% | +47.3% |
| All | +449.2% | +177.1% | +272.1% | +176.7% |
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