+44.1%
PL vs ULTA
+100.7%
-56.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +5.6% | +4.6% | +1.0% | +3.5% |
| 30D | -16.9% | +16.5% | -33.4% | -22.6% |
| 3M | -38.2% | +21.1% | -59.3% | -43.7% |
| 6M | -63.4% | +27.4% | -90.8% | -67.7% |
| YTD | -27.6% | +9.8% | -37.5% | -32.1% |
| 1Y | +6.6% | +28.6% | -22.0% | -8.9% |
| 3Y | +557.6% | +70.5% | +487.1% | +356.1% |
| 5Y | +39.5% | +69.8% | -30.3% | -8.2% |
| All | +44.1% | +100.7% | -56.5% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling