+89.7%
RF vs ULTA
+1,875.7%
-1,786.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | +6.0% | +18.2% | -12.2% | -1.2% |
| 3M | -8.9% | +19.7% | -28.6% | -15.9% |
| 6M | +2.3% | +20.5% | -18.2% | -6.3% |
| YTD | +7.6% | +6.6% | +1.0% | +2.6% |
| 1Y | +21.2% | +26.5% | -5.3% | +6.9% |
| 3Y | +108.5% | +67.0% | +41.5% | +55.7% |
| 5Y | +43.2% | +64.5% | -21.3% | +4.6% |
| 10Y | +288.1% | +182.6% | +105.5% | +102.8% |
| All | +89.7% | +1,875.7% | -1,786.0% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling