+681.1%
P vs ULTA
+132.3%
+548.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.3% | +3.6% |
| 7D | -1.3% | -3.1% | +1.7% | -0.3% |
| 30D | -11.9% | +2.8% | -14.7% | -12.9% |
| 3M | +41.6% | +14.8% | +26.8% | +33.9% |
| 6M | +58.1% | -16.2% | +74.3% | +65.2% |
| YTD | +46.5% | -9.6% | +56.1% | +48.6% |
| 1Y | +19.1% | +4.8% | +14.3% | +13.6% |
| 3Y | +150.6% | +30.7% | +119.9% | +111.0% |
| 5Y | +271.8% | +45.9% | +225.9% | +191.6% |
| All | +681.1% | +132.3% | +548.8% | +387.8% |
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