+38.9%
S vs ULTA
+67.3%
-28.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.0% | -6.0% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | -7.2% | +12.4% | -19.6% | -9.4% |
| 3M | 0.0% | +22.4% | -22.4% | -4.4% |
| 6M | +41.6% | +28.9% | +12.8% | +33.8% |
| YTD | +48.6% | +7.6% | +41.0% | +44.7% |
| 1Y | +30.0% | +21.6% | +8.5% | +21.6% |
| All | +38.9% | +67.3% | -28.4% | +10.3% |
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