+15.7%
RF vs ULTA
+6.6%
+9.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.3% |
| 7D | +1.3% | +9.0% | -7.7% | 0.0% |
| 30D | -3.6% | +4.6% | -8.2% | -4.3% |
| 3M | +8.1% | +22.0% | -13.9% | +4.4% |
| 6M | +11.5% | -14.7% | +26.2% | +14.0% |
| YTD | +15.6% | -6.8% | +22.3% | +17.0% |
| 1Y | +15.7% | +6.5% | +9.1% | +14.0% |
| All | +15.7% | +6.6% | +9.0% | +14.0% |
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