+87.1%
PR vs ULTA
+124.2%
-37.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +2.1% |
| 7D | -0.6% | +0.7% | -1.2% | -0.9% |
| 30D | +17.4% | -2.8% | +20.2% | +18.1% |
| 3M | +21.8% | +18.7% | +3.1% | +13.8% |
| 6M | +27.6% | -15.0% | +42.6% | +32.5% |
| YTD | +71.4% | -9.2% | +80.7% | +73.1% |
| 1Y | +78.3% | +5.7% | +72.7% | +69.0% |
| 3Y | +85.5% | +32.8% | +52.7% | +53.3% |
| 5Y | +422.7% | +46.0% | +376.7% | +303.2% |
| 10Y | +87.1% | +125.5% | -38.4% | +23.7% |
| All | +87.1% | +124.2% | -37.1% | +23.7% |
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