+658.6%
ONTO vs ULTA
+135.0%
+523.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.6% |
| 7D | -1.0% | +9.0% | -10.0% | -5.0% |
| 30D | -2.9% | +4.6% | -7.5% | -5.3% |
| 3M | -2.5% | +22.0% | -24.4% | -12.2% |
| 6M | +28.2% | -14.7% | +42.9% | +35.4% |
| YTD | +69.8% | -6.8% | +76.5% | +71.7% |
| 1Y | +162.9% | +6.5% | +156.3% | +147.2% |
| 3Y | +95.9% | +35.6% | +60.3% | +53.7% |
| 5Y | +244.5% | +47.6% | +196.9% | +148.8% |
| All | +658.6% | +135.0% | +523.5% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling