+87.0%
PR vs ULTA
+27.7%
+59.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.1% | -10.6% | -6.0% |
| 7D | -12.1% | +6.7% | -18.8% | -11.3% |
| 30D | +0.9% | +21.7% | -20.8% | +3.2% |
| 3M | +10.1% | +21.5% | -11.3% | +12.7% |
| 6M | +1.1% | +27.5% | -26.4% | +4.7% |
| YTD | +63.7% | +9.2% | +54.5% | +68.8% |
| 1Y | +87.0% | +27.9% | +59.1% | +96.9% |
| All | +87.0% | +27.7% | +59.3% | +96.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling