+16.0%
RF vs ULTA
+5.2%
+10.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | -4.0% | -1.2% | -2.8% | -3.8% |
| 3M | +5.6% | +13.4% | -7.8% | +3.2% |
| 6M | +13.1% | -15.6% | +28.7% | +15.7% |
| YTD | +13.6% | -10.4% | +24.0% | +15.7% |
| 1Y | +16.0% | +5.5% | +10.5% | +15.7% |
| All | +16.0% | +5.2% | +10.7% | +15.7% |
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 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