+338.5%
RF vs ULTA
+122.7%
+215.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -0.1% | -1.8% | +1.7% | +0.6% |
| 30D | -4.0% | -1.2% | -2.8% | -3.9% |
| 3M | +5.6% | +13.4% | -7.8% | -0.2% |
| 6M | +13.1% | -15.6% | +28.7% | +19.0% |
| YTD | +13.6% | -10.4% | +24.0% | +16.5% |
| 1Y | +16.0% | +5.5% | +10.5% | +10.5% |
| 3Y | +90.2% | +31.0% | +59.2% | +58.0% |
| 5Y | +87.0% | +41.8% | +45.2% | +44.2% |
| 10Y | +338.5% | +127.0% | +211.5% | +154.4% |
| All | +338.5% | +122.7% | +215.8% | +154.4% |
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 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