+449.3%
PODD vs ULTA
+1,583.0%
-1,133.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.8% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +0.8% | -2.8% | +3.6% | +1.5% |
| 3M | -6.1% | +18.7% | -24.8% | -10.6% |
| 6M | -40.0% | -15.0% | -24.9% | -37.5% |
| YTD | -49.9% | -9.2% | -40.7% | -48.9% |
| 1Y | -59.3% | +5.7% | -65.0% | -60.5% |
| 3Y | -17.2% | +32.8% | -50.0% | -27.2% |
| 5Y | -53.0% | +46.0% | -98.9% | -60.2% |
| 10Y | +226.1% | +125.5% | +100.6% | +118.3% |
| All | +449.3% | +1,583.0% | -1,133.6% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling