+102.9%
T vs ULTA
+30.1%
+72.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.7% |
| 7D | -3.1% | -1.8% | -1.3% | -3.0% |
| 30D | +4.6% | -1.2% | +5.8% | +4.6% |
| 3M | +12.2% | +13.4% | -1.2% | +11.8% |
| 6M | -6.5% | -15.6% | +9.2% | -6.6% |
| YTD | +4.9% | -10.4% | +15.3% | +4.6% |
| 1Y | -10.5% | +5.5% | -15.9% | -11.0% |
| All | +102.9% | +30.1% | +72.8% | +90.6% |
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