+455.3%
PL vs ULTA
+65.9%
+389.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +10.7% |
| 7D | -6.8% | +0.7% | -7.5% | -7.1% |
| 30D | -29.3% | +18.2% | -47.5% | -33.9% |
| 3M | -44.8% | +19.7% | -64.4% | -48.7% |
| 6M | -68.4% | +20.5% | -88.9% | -70.8% |
| YTD | -36.4% | +6.6% | -42.9% | -38.7% |
| 1Y | +0.7% | +26.5% | -25.7% | -11.7% |
| 3Y | +455.3% | +67.0% | +388.3% | +268.0% |
| All | +455.3% | +65.9% | +389.4% | +268.0% |
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