-24.1%
OPEN vs ULTA
+28.6%
-52.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.5% | -6.0% |
| 7D | -10.5% | -3.9% | -6.7% | -8.4% |
| 30D | -21.8% | -1.1% | -20.7% | -21.7% |
| 3M | -37.5% | +13.8% | -51.3% | -43.0% |
| 6M | -44.1% | -17.2% | -26.9% | -38.3% |
| YTD | -52.0% | -11.5% | -40.5% | -49.6% |
| 1Y | -52.2% | +3.9% | -56.1% | -55.4% |
| All | -24.1% | +28.6% | -52.7% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling