+68.3%
T vs ULTA
+39.1%
+29.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.6% |
| 7D | -2.4% | -3.9% | +1.4% | -2.3% |
| 30D | +4.3% | -1.1% | +5.3% | +4.3% |
| 3M | +11.6% | +13.8% | -2.2% | +10.8% |
| 6M | -5.6% | -17.2% | +11.7% | -5.1% |
| YTD | +6.6% | -11.5% | +18.0% | +6.7% |
| 1Y | -8.4% | +3.9% | -12.3% | -9.1% |
| 3Y | +107.8% | +29.5% | +78.4% | +101.2% |
| 5Y | +68.3% | +42.9% | +25.4% | +56.9% |
| All | +68.3% | +39.1% | +29.2% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling