-84.3%
OPEN vs ULTA
+44.7%
-128.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -1.9% |
| 7D | -11.4% | -3.1% | -8.4% | -9.3% |
| 30D | -20.1% | +2.8% | -22.9% | -22.4% |
| 3M | -37.6% | +14.8% | -52.4% | -45.0% |
| 6M | -47.1% | -16.2% | -30.8% | -41.2% |
| YTD | -52.1% | -9.6% | -42.5% | -50.3% |
| 1Y | -73.5% | +4.8% | -78.2% | -76.0% |
| 3Y | -24.4% | +30.7% | -55.1% | -48.7% |
| All | -84.3% | +44.7% | -128.9% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling