+498.0%
SO vs ULTA
+1,924.4%
-1,426.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +1.4% | +2.5% | -1.1% | +1.2% |
| 30D | +4.7% | +11.5% | -6.8% | +3.8% |
| 3M | +1.7% | +28.1% | -26.4% | -0.4% |
| 6M | +2.2% | +34.2% | -32.1% | -0.4% |
| YTD | +10.0% | +9.2% | +0.8% | +8.7% |
| 1Y | +6.0% | +23.7% | -17.7% | +3.7% |
| 3Y | +54.1% | +69.2% | -15.1% | +45.1% |
| 5Y | +79.6% | +66.6% | +13.0% | +68.0% |
| 10Y | +195.5% | +176.6% | +18.9% | +156.8% |
| All | +498.0% | +1,924.4% | -1,426.4% | +312.4% |
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