+740.1%
TEAM vs ULTA
+197.6%
+542.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.6% | -4.3% | -6.2% |
| 7D | -5.7% | +0.7% | -6.3% | -5.8% |
| 30D | +18.3% | -2.8% | +21.2% | +19.1% |
| 3M | +80.2% | +18.7% | +61.5% | +71.6% |
| 6M | +111.0% | -15.0% | +126.0% | +119.3% |
| YTD | +8.8% | -9.2% | +18.0% | +10.5% |
| 1Y | +2.2% | +5.7% | -3.5% | -1.3% |
| 3Y | -14.6% | +32.8% | -47.4% | -24.9% |
| 5Y | -53.8% | +46.0% | -99.7% | -60.0% |
| 10Y | +475.2% | +125.5% | +349.7% | +326.1% |
| All | +740.1% | +197.6% | +542.5% | +467.7% |
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