+43.8%
SO vs ULTA
+30.1%
+13.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | 0.0% | -1.8% | +1.8% | 0.0% |
| 30D | -2.5% | -1.2% | -1.2% | -2.5% |
| 3M | -4.2% | +13.4% | -17.6% | -4.3% |
| 6M | -7.7% | -15.6% | +8.0% | -7.6% |
| YTD | +3.8% | -10.4% | +14.2% | +3.7% |
| 1Y | +0.1% | +5.5% | -5.4% | -0.4% |
| All | +43.8% | +30.1% | +13.7% | +37.8% |
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