+239.8%
RF vs ULTA
+178.8%
+60.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +4.6% | -4.3% | -1.4% |
| 30D | +6.2% | +16.5% | -10.3% | -0.2% |
| 3M | -7.8% | +21.1% | -28.9% | -15.0% |
| 6M | +5.9% | +27.4% | -21.5% | -4.8% |
| YTD | +9.0% | +9.8% | -0.8% | +3.1% |
| 1Y | +19.3% | +28.6% | -9.4% | +5.0% |
| 3Y | +116.4% | +70.5% | +45.9% | +60.6% |
| 5Y | +46.0% | +69.8% | -23.7% | +4.9% |
| 10Y | +239.8% | +180.8% | +59.0% | +74.7% |
| All | +239.8% | +178.8% | +60.9% | +74.7% |
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