+463.0%
SO vs ULTA
+1,628.6%
-1,165.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -0.2% | +9.0% | -9.2% | -0.9% |
| 30D | -4.6% | +4.6% | -9.1% | -5.0% |
| 3M | -3.0% | +22.0% | -25.0% | -4.7% |
| 6M | -8.3% | -14.7% | +6.4% | -7.4% |
| YTD | +3.5% | -6.8% | +10.3% | +3.7% |
| 1Y | -0.9% | +6.5% | -7.5% | -2.0% |
| 3Y | +45.4% | +35.6% | +9.7% | +39.4% |
| 5Y | +59.6% | +47.6% | +12.0% | +50.6% |
| 10Y | +156.6% | +128.9% | +27.7% | +126.2% |
| All | +463.0% | +1,628.6% | -1,165.6% | +293.4% |
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