+221.7%
PR vs ULTA
+64.6%
+157.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -16.4% | +0.7% | -17.1% | -16.6% |
| 30D | -1.9% | +18.2% | -20.1% | -5.8% |
| 3M | +8.0% | +19.7% | -11.7% | +3.0% |
| 6M | +4.1% | +20.5% | -16.4% | -1.1% |
| YTD | +58.7% | +6.6% | +52.1% | +54.2% |
| 1Y | +75.8% | +26.5% | +49.4% | +61.5% |
| 3Y | +73.2% | +67.0% | +6.1% | +36.1% |
| All | +221.7% | +64.6% | +157.1% | +142.8% |
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