+91.3%
RF vs ULTA
+32.1%
+59.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.5% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | -3.4% | -2.8% | -0.5% | -2.8% |
| 3M | +6.4% | +18.7% | -12.3% | +1.7% |
| 6M | +13.4% | -15.0% | +28.4% | +17.2% |
| YTD | +14.2% | -9.2% | +23.5% | +16.0% |
| 1Y | +15.7% | +5.7% | +10.0% | +12.5% |
| 3Y | +91.3% | +32.8% | +58.6% | +50.7% |
| All | +91.3% | +32.1% | +59.3% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling