-25.8%
PATH vs ULTA
+70.7%
-96.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +4.6% | -6.9% | -3.9% |
| 30D | -4.8% | +16.5% | -21.3% | -10.1% |
| 3M | -17.7% | +21.1% | -38.8% | -23.6% |
| 6M | +18.9% | +27.4% | -8.5% | +8.0% |
| YTD | -21.7% | +9.8% | -31.5% | -25.7% |
| 1Y | -9.6% | +28.6% | -38.3% | -20.3% |
| 3Y | -25.8% | +70.5% | -96.3% | -61.2% |
| All | -25.8% | +70.7% | -96.5% | -61.2% |
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