+390.5%
ONTO vs ULTA
+168.7%
+221.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.8% | +11.9% | +11.4% |
| 7D | -14.0% | +0.7% | -14.7% | -14.4% |
| 30D | -43.1% | +18.2% | -61.3% | -47.7% |
| 3M | -35.5% | +19.7% | -55.2% | -41.4% |
| 6M | -41.1% | +20.5% | -61.6% | -47.0% |
| YTD | +9.8% | +6.6% | +3.2% | +3.5% |
| 1Y | +31.5% | +26.5% | +5.1% | +13.2% |
| 3Y | +45.2% | +67.0% | -21.9% | +2.2% |
| 5Y | +86.7% | +64.5% | +22.2% | +28.5% |
| All | +390.5% | +168.7% | +221.8% | +150.2% |
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 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