+213.7%
T vs ULTA
+1,583.0%
-1,369.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | +7.6% | -2.8% | +10.4% | +7.9% |
| 3M | +15.3% | +18.7% | -3.4% | +12.5% |
| 6M | -8.5% | -15.0% | +6.6% | -7.0% |
| YTD | +6.8% | -9.2% | +16.0% | +7.4% |
| 1Y | -7.2% | +5.7% | -12.9% | -8.7% |
| 3Y | +108.2% | +32.8% | +75.5% | +95.0% |
| 5Y | +66.1% | +46.0% | +20.1% | +50.9% |
| 10Y | +65.3% | +125.5% | -60.2% | +34.0% |
| All | +213.7% | +1,583.0% | -1,369.3% | +41.3% |
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