-22.9%
PATH vs ULTA
+69.8%
-92.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | +2.1% | +2.5% | -0.4% | +1.1% |
| 30D | +1.6% | +11.5% | -9.9% | -2.5% |
| 3M | -20.4% | +28.1% | -48.6% | -27.7% |
| 6M | +40.1% | +34.2% | +5.9% | +24.6% |
| YTD | -19.0% | +9.2% | -28.2% | -23.0% |
| 1Y | -5.8% | +23.7% | -29.6% | -15.5% |
| 3Y | -22.9% | +69.2% | -92.1% | -59.2% |
| All | -22.9% | +69.8% | -92.7% | -59.2% |
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