+33.0%
Q vs ULTA
+4.4%
+28.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.2% |
| 7D | +4.9% | -3.1% | +8.0% | +5.3% |
| 30D | -11.0% | +2.8% | -13.8% | -11.2% |
| 3M | -15.2% | +14.8% | -29.9% | -16.8% |
| 6M | +8.8% | -16.2% | +25.1% | +12.4% |
| YTD | +55.1% | -9.6% | +64.7% | +59.2% |
| All | +33.0% | +4.4% | +28.6% | +33.4% |
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