-71.6%
OPEN vs ULTA
+147.9%
-219.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -0.8% |
| 7D | +1.0% | +0.7% | +0.3% | +0.6% |
| 30D | -11.9% | -2.8% | -9.1% | -10.9% |
| 3M | -28.8% | +18.7% | -47.4% | -37.4% |
| 6M | -38.6% | -15.0% | -23.6% | -33.5% |
| YTD | -47.3% | -9.2% | -38.1% | -45.7% |
| 1Y | -49.2% | +5.7% | -54.8% | -53.1% |
| 3Y | -18.8% | +32.8% | -51.5% | -39.5% |
| 5Y | -83.6% | +46.0% | -129.6% | -88.2% |
| All | -71.6% | +147.9% | -219.5% | -80.7% |
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