+547.6%
P vs ULTA
+287.6%
+260.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.8% |
| 7D | +17.8% | +0.2% | +17.6% | +17.8% |
| 30D | -29.9% | +12.4% | -42.3% | -32.7% |
| 3M | -1.2% | +22.4% | -23.6% | -7.8% |
| 6M | +32.1% | +28.9% | +3.3% | +20.1% |
| YTD | +64.3% | +7.6% | +56.7% | +57.0% |
| 1Y | +24.3% | +21.6% | +2.7% | +13.2% |
| 3Y | +203.2% | +67.0% | +136.2% | +136.9% |
| 5Y | +290.4% | +64.2% | +226.2% | +200.5% |
| 10Y | +680.9% | +172.5% | +508.3% | +368.6% |
| All | +547.6% | +287.6% | +260.1% | +278.8% |
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 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