+39.5%
PL vs ULTA
+99.5%
-60.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.3% |
| 7D | +10.0% | +2.5% | +7.6% | +9.0% |
| 30D | -2.3% | +11.5% | -13.8% | -7.1% |
| 3M | -44.2% | +28.1% | -72.3% | -50.4% |
| 6M | -66.1% | +34.2% | -100.3% | -70.8% |
| YTD | -30.0% | +9.2% | -39.2% | -34.1% |
| 1Y | +21.0% | +23.7% | -2.7% | +5.7% |
| 3Y | +516.5% | +69.2% | +447.3% | +329.1% |
| 5Y | +32.0% | +66.6% | -34.6% | -12.9% |
| All | +39.5% | +99.5% | -60.0% | -7.9% |
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