-68.9%
S vs ULTA
+39.1%
-108.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.4% |
| 7D | +0.1% | -3.9% | +3.9% | +1.8% |
| 30D | -11.8% | -1.1% | -10.7% | -11.6% |
| 3M | +33.9% | +13.8% | +20.2% | +25.0% |
| 6M | +40.1% | -17.2% | +57.3% | +50.2% |
| YTD | +32.1% | -11.5% | +43.5% | +36.1% |
| 1Y | +11.0% | +3.9% | +7.1% | +2.9% |
| 3Y | +16.9% | +29.5% | -12.5% | -12.3% |
| 5Y | -68.9% | +42.9% | -111.8% | -81.5% |
| All | -68.9% | +39.1% | -108.1% | -81.5% |
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