-81.2%
PATH vs ULTA
+103.5%
-184.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | -7.1% | +19.7% | -26.8% | -15.1% |
| 6M | +23.8% | +20.5% | +3.3% | +12.5% |
| YTD | -20.7% | +6.6% | -27.3% | -24.8% |
| 1Y | -8.1% | +26.5% | -34.5% | -20.7% |
| 3Y | -21.8% | +67.0% | -88.9% | -45.8% |
| 5Y | -76.8% | +64.5% | -141.4% | -84.5% |
| All | -81.2% | +103.5% | -184.6% | -86.6% |
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