+32.0%
Q vs ULTA
+3.5%
+28.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | +6.6% | -1.8% | +8.4% | +6.8% |
| 30D | -6.6% | -1.2% | -5.3% | -6.2% |
| 3M | -13.2% | +13.4% | -26.6% | -14.7% |
| 6M | +9.9% | -15.6% | +25.6% | +13.3% |
| YTD | +53.9% | -10.4% | +64.4% | +58.2% |
| All | +32.0% | +3.5% | +28.5% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling