+485.4%
P vs ULTA
+235.9%
+249.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.0% |
| 7D | +6.5% | +9.0% | -2.5% | +3.6% |
| 30D | +18.8% | +4.6% | +14.3% | +16.7% |
| 3M | +26.7% | +22.0% | +4.8% | +17.7% |
| 6M | +62.2% | -14.7% | +76.9% | +68.2% |
| YTD | +48.5% | -6.8% | +55.3% | +49.0% |
| 1Y | +26.4% | +6.5% | +19.9% | +20.3% |
| 3Y | +159.4% | +35.6% | +123.8% | +117.9% |
| 5Y | +275.8% | +47.6% | +228.2% | +198.7% |
| 10Y | +732.0% | +128.9% | +603.1% | +425.8% |
| All | +485.4% | +235.9% | +249.5% | +259.5% |
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 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