-53.5%
S vs ULTA
+58.7%
-112.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.2% |
| 7D | -0.7% | -3.1% | +2.4% | +0.7% |
| 30D | -11.4% | +2.8% | -14.2% | -12.8% |
| 3M | +33.8% | +14.8% | +19.0% | +24.5% |
| 6M | +39.5% | -16.2% | +55.7% | +48.6% |
| YTD | +31.7% | -9.6% | +41.3% | +34.4% |
| 1Y | +7.0% | +4.8% | +2.2% | -1.0% |
| 3Y | +11.8% | +30.7% | -18.9% | -15.8% |
| 5Y | -69.0% | +45.9% | -114.9% | -80.2% |
| All | -53.5% | +58.7% | -112.2% | -70.0% |
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 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