-74.2%
OPEN vs ULTA
+146.8%
-221.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -1.7% |
| 7D | -11.4% | -3.1% | -8.4% | -9.6% |
| 30D | -20.1% | +2.8% | -22.9% | -22.0% |
| 3M | -37.6% | +14.8% | -52.4% | -43.8% |
| 6M | -47.1% | -16.2% | -30.8% | -42.1% |
| YTD | -52.1% | -9.6% | -42.5% | -50.5% |
| 1Y | -73.5% | +4.8% | -78.2% | -75.5% |
| 3Y | -24.4% | +30.7% | -55.1% | -43.0% |
| 5Y | -85.1% | +45.9% | -131.0% | -89.3% |
| All | -74.2% | +146.8% | -221.0% | -82.4% |
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