+89.8%
RF vs ULTA
+44.9%
+44.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.4% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | -3.4% | -2.8% | -0.5% | -2.7% |
| 3M | +6.4% | +18.7% | -12.3% | +0.7% |
| 6M | +13.4% | -15.0% | +28.4% | +17.8% |
| YTD | +14.2% | -9.2% | +23.5% | +16.2% |
| 1Y | +15.7% | +5.7% | +10.0% | +11.7% |
| 3Y | +91.3% | +32.8% | +58.6% | +64.2% |
| 5Y | +89.8% | +46.0% | +43.8% | +49.0% |
| All | +89.8% | +44.9% | +44.9% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling