-41.4%
OPEN vs ULTA
+69.8%
-111.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.5% |
| 7D | -15.0% | +2.5% | -17.5% | -16.2% |
| 30D | -40.2% | +11.5% | -51.7% | -43.4% |
| 3M | -67.4% | +28.1% | -95.5% | -71.6% |
| 6M | -74.0% | +34.2% | -108.3% | -78.2% |
| YTD | -79.6% | +9.2% | -88.8% | -80.9% |
| 1Y | -86.1% | +23.7% | -109.8% | -88.2% |
| 3Y | -41.4% | +69.2% | -110.6% | -67.0% |
| All | -41.4% | +69.8% | -111.1% | -67.0% |
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