+147.7%
P vs ULTA
+30.1%
+117.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | +5.0% | -1.8% | +6.8% | +5.4% |
| 30D | -0.9% | -1.2% | +0.3% | -0.8% |
| 3M | +38.7% | +13.4% | +25.3% | +34.6% |
| 6M | +54.4% | -15.6% | +70.0% | +59.7% |
| YTD | +44.8% | -10.4% | +55.3% | +47.2% |
| 1Y | +22.5% | +5.5% | +17.1% | +18.4% |
| All | +147.7% | +30.1% | +117.7% | +94.9% |
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