-52.3%
TEAM vs ULTA
+44.7%
-97.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -1.0% |
| 7D | -5.2% | -3.1% | -2.1% | -3.7% |
| 30D | +15.8% | +2.8% | +13.0% | +13.8% |
| 3M | +101.5% | +14.8% | +86.7% | +88.5% |
| 6M | +138.2% | -16.2% | +154.4% | +156.0% |
| YTD | +10.8% | -9.6% | +20.5% | +13.5% |
| 1Y | +1.7% | +4.8% | -3.1% | -4.8% |
| 3Y | -16.0% | +30.7% | -46.7% | -36.5% |
| All | -52.3% | +44.7% | -97.0% | -68.4% |
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 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