-54.3%
S vs ULTA
+59.4%
-113.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.4% | -1.1% |
| 7D | -5.8% | +0.7% | -6.5% | -6.1% |
| 30D | -9.2% | -2.8% | -6.4% | -8.3% |
| 3M | +23.4% | +18.7% | +4.7% | +13.0% |
| 6M | +36.9% | -15.0% | +52.0% | +44.9% |
| YTD | +29.5% | -9.2% | +38.8% | +32.0% |
| 1Y | +5.4% | +5.7% | -0.2% | -2.8% |
| 3Y | +14.7% | +32.8% | -18.1% | -14.4% |
| 5Y | -71.5% | +46.0% | -117.5% | -81.8% |
| All | -54.3% | +59.4% | -113.7% | -70.5% |
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 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