-77.0%
PATH vs ULTA
+64.6%
-141.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -5.3% | +0.7% | -6.0% | -5.6% |
| 30D | -0.5% | +18.2% | -18.7% | -8.8% |
| 3M | -7.1% | +19.7% | -26.8% | -15.9% |
| 6M | +23.8% | +20.5% | +3.3% | +11.3% |
| YTD | -20.7% | +6.6% | -27.3% | -25.2% |
| 1Y | -8.1% | +26.5% | -34.5% | -22.2% |
| 3Y | -21.8% | +67.0% | -88.9% | -49.2% |
| All | -77.0% | +64.6% | -141.6% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling