+79.0%
PL vs ULTA
+44.9%
+34.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.5% |
| 7D | -7.5% | +0.7% | -8.2% | -7.9% |
| 30D | -25.6% | -2.8% | -22.8% | -24.9% |
| 3M | -45.6% | +18.7% | -64.3% | -50.7% |
| 6M | -29.5% | -15.0% | -14.5% | -25.0% |
| YTD | -9.7% | -9.2% | -0.5% | -7.4% |
| 1Y | +84.4% | +5.7% | +78.7% | +71.9% |
| 3Y | +550.0% | +32.8% | +517.2% | +399.5% |
| 5Y | +79.0% | +46.0% | +33.0% | +22.6% |
| All | +79.0% | +44.9% | +34.1% | +22.6% |
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 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