+215.2%
PODD vs ULTA
+132.3%
+82.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.5% |
| 7D | -10.5% | -3.1% | -7.4% | -9.8% |
| 30D | -9.0% | +2.8% | -11.8% | -9.7% |
| 3M | -11.5% | +14.8% | -26.3% | -14.6% |
| 6M | -44.7% | -16.2% | -28.5% | -42.6% |
| YTD | -53.6% | -9.6% | -43.9% | -52.7% |
| 1Y | -61.0% | +4.8% | -65.7% | -61.9% |
| 3Y | -24.7% | +30.7% | -55.4% | -32.6% |
| 5Y | -55.5% | +45.9% | -101.4% | -61.6% |
| All | +215.2% | +132.3% | +82.9% | +129.6% |
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 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